-72.2%
TTD vs SIRI
+28.3%
-100.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.7% |
| 7D | +6.3% | +1.6% | +4.8% | +5.9% |
| 30D | -23.9% | -4.7% | -19.2% | -23.0% |
| 3M | -31.4% | +5.3% | -36.7% | -31.7% |
| 6M | -42.7% | +30.5% | -73.2% | -44.9% |
| YTD | -62.0% | +49.6% | -111.6% | -64.4% |
| 1Y | -72.2% | +28.5% | -100.7% | -72.7% |
| All | -72.2% | +28.3% | -100.6% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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