-73.1%
TTD vs SE
-41.4%
-31.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.1% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | +1.6% | -0.1% | +1.7% | +0.9% |
| 3M | -27.8% | +34.1% | -62.0% | -33.9% |
| 6M | -52.1% | +23.2% | -75.3% | -55.2% |
| YTD | -63.1% | -11.2% | -51.9% | -63.6% |
| 1Y | -73.1% | -40.5% | -32.5% | -72.7% |
| All | -73.1% | -41.4% | -31.7% | -72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling