-40.0%
TTD vs SITM
+4,608.4%
-4,648.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.5% | -10.9% | -6.2% |
| 7D | +6.3% | +9.7% | -3.4% | +3.5% |
| 30D | -23.9% | +12.7% | -36.6% | -28.8% |
| 3M | -31.4% | -13.4% | -18.0% | -32.4% |
| 6M | -42.7% | +59.6% | -102.3% | -55.9% |
| YTD | -62.0% | +73.3% | -135.3% | -72.2% |
| 1Y | -72.2% | +165.5% | -237.8% | -83.2% |
| 3Y | -81.9% | +368.7% | -450.7% | -92.3% |
| 5Y | -81.5% | +172.5% | -254.0% | -91.5% |
| All | -40.0% | +4,608.4% | -4,648.4% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling