+379.4%
TTD vs SIRI
-11.6%
+391.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.4% |
| 7D | +6.3% | +1.6% | +4.8% | +5.7% |
| 30D | -23.9% | -4.7% | -19.2% | -22.6% |
| 3M | -31.4% | +5.3% | -36.7% | -32.7% |
| 6M | -42.7% | +30.5% | -73.2% | -48.4% |
| YTD | -62.0% | +49.6% | -111.6% | -67.7% |
| 1Y | -72.2% | +28.5% | -100.7% | -75.1% |
| 3Y | -81.9% | -27.5% | -54.5% | -81.4% |
| 5Y | -81.5% | -44.7% | -36.9% | -80.0% |
| All | +379.4% | -11.6% | +391.0% | +303.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling