+120.4%
TTD vs SE
+597.4%
-477.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.3% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | +1.6% | -0.1% | +1.7% | +0.7% |
| 3M | -27.8% | +34.1% | -62.0% | -36.9% |
| 6M | -52.1% | +23.2% | -75.3% | -57.1% |
| YTD | -63.1% | -11.2% | -51.9% | -62.6% |
| 1Y | -73.1% | -40.5% | -32.5% | -68.2% |
| 3Y | -83.3% | +196.3% | -279.6% | -90.8% |
| 5Y | -80.6% | -67.0% | -13.6% | -77.0% |
| All | +120.4% | +597.4% | -477.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling