-73.2%
TTD vs SFM
-45.4%
-27.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -2.9% |
| 7D | +1.7% | -5.8% | +7.6% | +1.7% |
| 30D | +1.6% | -11.4% | +12.9% | +1.5% |
| 3M | -27.8% | -12.2% | -15.6% | -28.0% |
| 6M | -52.1% | -5.2% | -47.0% | -52.2% |
| YTD | -63.1% | -4.5% | -58.6% | -63.1% |
| All | -73.2% | -45.4% | -27.9% | -73.7% |
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