+379.4%
TTD vs SM
+22.9%
+356.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.0% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | -23.9% | +26.3% | -50.2% | -27.0% |
| 3M | -31.4% | +8.7% | -40.1% | -33.0% |
| 6M | -42.7% | +51.7% | -94.3% | -47.4% |
| YTD | -62.0% | +99.0% | -161.0% | -66.8% |
| 1Y | -72.2% | +34.6% | -106.8% | -74.2% |
| 3Y | -81.9% | -7.8% | -74.2% | -82.6% |
| 5Y | -81.5% | +104.8% | -186.3% | -84.5% |
| All | +379.4% | +22.9% | +356.5% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling