-83.3%
TTD vs SE
+64.9%
-148.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +5.2% | +2.0% | +3.2% | +4.7% |
| 30D | +6.9% | -20.0% | +26.9% | +12.9% |
| 3M | -26.8% | -31.8% | +4.9% | -20.2% |
| 6M | -46.1% | -15.9% | -30.3% | -44.6% |
| YTD | -65.9% | -40.6% | -25.3% | -62.1% |
| 1Y | -71.8% | -50.7% | -21.1% | -67.3% |
| 3Y | -83.3% | +70.3% | -153.6% | -83.4% |
| All | -83.3% | +64.9% | -148.2% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling