-72.0%
TTD vs SITM
+47.5%
-119.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.4% | +12.2% | +1.8% |
| 7D | +3.7% | -19.5% | +23.2% | +1.3% |
| 30D | +10.4% | -43.2% | +53.6% | +3.8% |
| 3M | -31.6% | -30.8% | -0.8% | -33.5% |
| 6M | -45.1% | -28.6% | -16.5% | -46.2% |
| YTD | -65.1% | +14.2% | -79.3% | -64.5% |
| 1Y | -72.0% | +44.4% | -116.4% | -71.5% |
| All | -72.0% | +47.5% | -119.5% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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