-69.7%
TTD vs SITM
+140.9%
-210.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.9% |
| 7D | -7.4% | +4.8% | -12.3% | -6.9% |
| 30D | +3.0% | -9.7% | +12.7% | +2.2% |
| 3M | -27.6% | -9.3% | -18.3% | -27.0% |
| 6M | -49.5% | +69.5% | -119.0% | -47.8% |
| YTD | -63.2% | +70.5% | -133.7% | -62.0% |
| 1Y | -69.7% | +145.3% | -215.0% | -67.6% |
| All | -69.7% | +140.9% | -210.6% | -67.6% |
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