-64.7%
TTD vs SE
-48.7%
-16.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | +20.8% | -1.5% | +22.2% | +21.2% |
| 30D | +27.1% | -22.3% | +49.4% | +35.1% |
| 3M | +14.7% | -41.8% | +56.5% | +31.1% |
| 6M | -26.8% | -22.4% | -4.4% | -23.7% |
| YTD | -59.2% | -41.6% | -17.7% | -54.9% |
| 1Y | -64.7% | -48.0% | -16.7% | -60.3% |
| All | -64.7% | -48.7% | -16.0% | -60.3% |
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