-65.5%
TTD vs SM
+62.4%
-127.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -2.7% | +18.2% | +15.5% |
| 7D | +19.0% | -22.3% | +41.2% | +19.2% |
| 30D | +23.6% | -21.4% | +44.9% | +23.5% |
| 3M | +8.2% | +1.4% | +6.8% | +6.7% |
| 6M | -35.3% | +0.1% | -35.4% | -37.0% |
| YTD | -60.7% | +59.0% | -119.6% | -65.4% |
| All | -65.5% | +62.4% | -127.9% | -69.8% |
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