+558.1%
TTD vs SM
+4.2%
+553.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.8% | +3.0% |
| 7D | +19.9% | -19.5% | +39.4% | +23.8% |
| 30D | +27.6% | -20.2% | +47.9% | +31.6% |
| 3M | +15.2% | -6.5% | +21.7% | +15.3% |
| 6M | -33.2% | +1.6% | -34.7% | -34.7% |
| YTD | -59.4% | +61.2% | -120.6% | -63.6% |
| 1Y | -64.4% | +65.4% | -129.7% | -68.3% |
| 3Y | -75.9% | -13.0% | -62.9% | -76.6% |
| 5Y | -82.6% | -4.3% | -78.3% | -83.8% |
| 10Y | +558.1% | +3.0% | +555.1% | +325.7% |
| All | +558.1% | +4.2% | +553.9% | +325.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling