-80.9%
TTD vs SITM
+164.5%
-245.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -4.6% | +3.7% | -8.3% | -5.7% |
| 30D | +3.7% | -14.5% | +18.2% | +7.3% |
| 3M | -30.2% | -10.6% | -19.7% | -31.8% |
| 6M | -51.4% | +65.5% | -116.9% | -63.2% |
| YTD | -63.4% | +67.0% | -130.4% | -73.3% |
| 1Y | -73.5% | +138.6% | -212.1% | -83.9% |
| 3Y | -83.5% | +421.8% | -505.3% | -94.0% |
| 5Y | -80.9% | +172.4% | -253.4% | -92.8% |
| All | -80.9% | +164.5% | -245.5% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling