-64.4%
TTD vs SE
-49.7%
-14.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.7% |
| 7D | +19.9% | 0.0% | +19.9% | +20.0% |
| 30D | +27.6% | -19.4% | +47.0% | +34.1% |
| 3M | +15.2% | -33.1% | +48.3% | +25.5% |
| 6M | -33.2% | -11.4% | -21.7% | -32.6% |
| YTD | -59.4% | -39.8% | -19.6% | -56.4% |
| 1Y | -64.4% | -50.5% | -13.9% | -61.1% |
| All | -64.4% | -49.7% | -14.6% | -61.1% |
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