-80.9%
TTD vs SIRI
-43.2%
-37.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -4.6% | -3.9% | -0.7% | -3.7% |
| 30D | +3.7% | -0.8% | +4.5% | +3.8% |
| 3M | -30.2% | +4.3% | -34.5% | -30.8% |
| 6M | -51.4% | +34.1% | -85.5% | -54.6% |
| YTD | -63.4% | +47.3% | -110.7% | -66.7% |
| 1Y | -73.5% | +22.9% | -96.4% | -74.9% |
| 3Y | -83.5% | -24.6% | -58.9% | -83.3% |
| All | -80.9% | -43.2% | -37.7% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling