+329.6%
TTD vs SGI
+258.7%
+70.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +3.5% |
| 7D | +5.2% | +1.0% | +4.2% | +4.5% |
| 30D | +6.9% | +3.9% | +3.0% | +4.9% |
| 3M | -26.8% | -0.8% | -26.0% | -26.7% |
| 6M | -46.1% | -18.0% | -28.2% | -41.7% |
| YTD | -65.9% | -27.6% | -38.3% | -61.7% |
| 1Y | -71.8% | -27.2% | -44.6% | -68.5% |
| 3Y | -83.3% | +76.0% | -159.3% | -88.4% |
| 5Y | -81.1% | +50.0% | -131.1% | -86.2% |
| 10Y | +441.7% | +399.1% | +42.6% | +127.5% |
| All | +329.6% | +258.7% | +70.9% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling