+420.9%
TTD vs SIRI
-2.0%
+423.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | +21.3% | -1.7% | +23.0% | +22.1% |
| 30D | +28.7% | +21.1% | +7.6% | +19.7% |
| 3M | +7.7% | +14.7% | -7.0% | +2.1% |
| 6M | -23.5% | +22.9% | -46.4% | -29.3% |
| YTD | -58.7% | +65.7% | -124.4% | -66.3% |
| 1Y | -63.4% | +53.5% | -116.9% | -69.3% |
| 3Y | -75.3% | -23.0% | -52.3% | -74.7% |
| 5Y | -84.4% | -41.5% | -42.9% | -83.2% |
| 10Y | +516.1% | -7.4% | +523.6% | +413.6% |
| All | +420.9% | -2.0% | +423.0% | +321.7% |
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 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