-80.8%
TTD vs SFM
+230.0%
-310.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.2% | -4.8% |
| 7D | +6.3% | -0.1% | +6.4% | +6.3% |
| 30D | -23.9% | -4.4% | -19.5% | -23.5% |
| 3M | -31.4% | +1.5% | -32.9% | -32.0% |
| 6M | -42.7% | +6.5% | -49.1% | -44.0% |
| YTD | -62.0% | +2.2% | -64.2% | -62.6% |
| 1Y | -72.2% | -41.9% | -30.3% | -69.7% |
| 3Y | -81.9% | +106.8% | -188.7% | -85.0% |
| All | -80.8% | +230.0% | -310.8% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling