-69.1%
TTD vs SIRI
+26.8%
-96.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.4% |
| 7D | -7.4% | -3.0% | -4.4% | -6.7% |
| 30D | +3.0% | +1.3% | +1.7% | +2.6% |
| 3M | -27.6% | +5.6% | -33.2% | -27.8% |
| 6M | -49.5% | +35.2% | -84.6% | -51.2% |
| YTD | -63.2% | +49.1% | -112.3% | -65.0% |
| All | -69.1% | +26.8% | -96.0% | -70.0% |
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