-72.0%
TTD vs SMR
-87.0%
+15.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.3% | +3.1% |
| 7D | +3.7% | -9.5% | +13.2% | +4.3% |
| 30D | +10.4% | -33.2% | +43.6% | +12.6% |
| 3M | -31.6% | -45.9% | +14.4% | -29.8% |
| 6M | -45.1% | -57.9% | +12.8% | -43.0% |
| YTD | -65.1% | -63.8% | -1.4% | -63.6% |
| 1Y | -72.0% | -85.6% | +13.6% | -67.6% |
| All | -72.0% | -87.0% | +15.0% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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