-72.2%
TTD vs SGI
-17.2%
-55.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.4% |
| 7D | +6.3% | +8.5% | -2.2% | +5.4% |
| 30D | -23.9% | +0.7% | -24.6% | -24.2% |
| 3M | -31.4% | +0.6% | -32.0% | -31.8% |
| 6M | -42.7% | -17.9% | -24.7% | -44.2% |
| YTD | -62.0% | -21.2% | -40.8% | -62.5% |
| 1Y | -72.2% | -18.9% | -53.3% | -72.4% |
| All | -72.2% | -17.2% | -55.0% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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