-72.0%
TTD vs SFM
-35.8%
-36.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.8% | +2.9% |
| 7D | +3.7% | -12.3% | +15.9% | +3.7% |
| 30D | +10.4% | -16.2% | +26.6% | +10.7% |
| 3M | -31.6% | -36.8% | +5.2% | -31.7% |
| 6M | -45.1% | -32.6% | -12.5% | -45.4% |
| YTD | -65.1% | -31.7% | -33.4% | -64.9% |
| 1Y | -72.0% | -35.0% | -37.0% | -71.7% |
| All | -72.0% | -35.8% | -36.2% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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