-73.1%
TTD vs SM
+46.7%
-119.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.6% | -6.5% | -2.9% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +1.6% | +31.5% | -29.9% | +1.0% |
| 3M | -27.8% | +17.3% | -45.2% | -27.9% |
| 6M | -52.1% | +48.5% | -100.6% | -53.7% |
| YTD | -63.1% | +106.3% | -169.3% | -64.5% |
| 1Y | -73.1% | +47.3% | -120.4% | -76.2% |
| All | -73.1% | +46.7% | -119.8% | -76.2% |
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