-80.5%
TTD vs SMR
-48.0%
-32.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +20.8% | +1.9% | +18.8% | +20.3% |
| 30D | +33.8% | -21.9% | +55.8% | +37.0% |
| 3M | +17.8% | -47.1% | +65.0% | +24.8% |
| 6M | -25.7% | -60.6% | +34.9% | -19.8% |
| YTD | -57.9% | -63.1% | +5.2% | -55.0% |
| 1Y | -63.8% | -80.4% | +16.6% | -58.7% |
| 3Y | -75.0% | +150.2% | -225.3% | -80.6% |
| All | -80.5% | -48.0% | -32.6% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling