-80.9%
TTD vs SMR
-53.6%
-27.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.7% |
| 7D | +21.3% | -8.3% | +29.5% | +22.4% |
| 30D | +28.7% | -20.1% | +48.8% | +31.6% |
| 3M | +7.7% | -52.7% | +60.4% | +15.4% |
| 6M | -23.5% | -61.0% | +37.6% | -17.3% |
| YTD | -58.7% | -67.1% | +8.4% | -55.3% |
| 1Y | -63.4% | -79.9% | +16.4% | -58.4% |
| 3Y | -75.3% | +101.7% | -177.0% | -80.3% |
| All | -80.9% | -53.6% | -27.3% | -84.7% |
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