-82.5%
TTD vs SMR
-14.3%
-68.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.7% | +18.3% | +4.3% |
| 7D | -0.6% | -11.2% | +10.6% | +0.2% |
| 30D | +6.3% | -10.2% | +16.5% | +7.0% |
| 3M | -24.1% | -10.0% | -14.1% | -24.3% |
| 6M | -47.4% | -30.5% | -17.0% | -46.8% |
| YTD | -62.2% | -39.2% | -23.0% | -61.5% |
| 1Y | -68.3% | -75.5% | +7.2% | -64.9% |
| 3Y | -83.4% | +45.4% | -128.9% | -85.9% |
| All | -82.5% | -14.3% | -68.2% | -86.8% |
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