-80.8%
TTD vs SE
-68.6%
-12.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.0% |
| 7D | +6.3% | -6.1% | +12.4% | +9.1% |
| 30D | -23.9% | -2.5% | -21.4% | -24.0% |
| 3M | -31.4% | +21.7% | -53.1% | -37.9% |
| 6M | -42.7% | +27.0% | -69.7% | -49.4% |
| YTD | -62.0% | -12.1% | -49.9% | -61.2% |
| 1Y | -72.2% | -40.9% | -31.3% | -66.7% |
| 3Y | -81.9% | +191.0% | -272.9% | -90.6% |
| All | -80.8% | -68.6% | -12.2% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling