-30.6%
TTD vs SM
-2.8%
-27.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -2.7% | +18.2% | +15.1% |
| 7D | +19.0% | -22.3% | +41.2% | +15.7% |
| 30D | +23.6% | -21.4% | +44.9% | +20.2% |
| 3M | +8.2% | +1.4% | +6.8% | +9.0% |
| All | -30.6% | -2.8% | -27.8% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling