-84.0%
TTD vs SITM
+412.8%
-496.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -4.6% | +3.7% | -8.3% | -5.1% |
| 30D | +3.7% | -14.5% | +18.2% | +5.4% |
| 3M | -30.2% | -10.6% | -19.7% | -30.7% |
| 6M | -51.4% | +65.5% | -116.9% | -58.8% |
| YTD | -63.4% | +67.0% | -130.4% | -69.7% |
| 1Y | -73.5% | +138.6% | -212.1% | -80.7% |
| All | -84.0% | +412.8% | -496.8% | -91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling