+329.6%
TTD vs SFM
+142.2%
+187.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.8% | +1.4% |
| 7D | +5.2% | -1.2% | +6.4% | +5.3% |
| 30D | +6.9% | -24.8% | +31.7% | +9.7% |
| 3M | -26.8% | -43.7% | +16.9% | -22.7% |
| 6M | -46.1% | -37.3% | -8.9% | -44.0% |
| YTD | -65.9% | -38.4% | -27.6% | -64.7% |
| 1Y | -71.8% | -36.9% | -34.9% | -70.9% |
| 3Y | -83.3% | +20.7% | -104.0% | -83.9% |
| 5Y | -81.1% | +103.5% | -184.6% | -82.5% |
| 10Y | +441.7% | +139.7% | +301.9% | +403.1% |
| All | +329.6% | +142.2% | +187.3% | +290.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling