-72.2%
TTD vs SM
+36.8%
-109.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -4.3% |
| 7D | +6.3% | -0.5% | +6.8% | +6.4% |
| 30D | -23.9% | +25.6% | -49.5% | -24.2% |
| 3M | -31.4% | +8.0% | -39.4% | -31.1% |
| 6M | -42.7% | +50.8% | -93.5% | -44.8% |
| YTD | -62.0% | +97.9% | -159.9% | -63.3% |
| 1Y | -72.2% | +33.8% | -106.0% | -76.1% |
| All | -72.2% | +36.8% | -109.0% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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