-82.9%
TTD vs SM
-6.8%
-76.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.8% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | -23.9% | +26.3% | -50.2% | -28.0% |
| 3M | -31.4% | +8.7% | -40.1% | -33.3% |
| 6M | -42.7% | +51.7% | -94.3% | -50.0% |
| YTD | -62.0% | +99.0% | -161.0% | -69.6% |
| 1Y | -72.2% | +34.6% | -106.8% | -75.2% |
| All | -82.9% | -6.8% | -76.1% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling