-69.7%
TTD vs SMR
-72.0%
+2.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +0.9% |
| 7D | -7.4% | +4.7% | -12.1% | -7.7% |
| 30D | +3.0% | +3.2% | -0.2% | +2.7% |
| 3M | -27.6% | +9.9% | -37.5% | -28.2% |
| 6M | -49.5% | -15.1% | -34.4% | -49.7% |
| YTD | -63.2% | -27.9% | -35.3% | -62.9% |
| 1Y | -69.7% | -70.2% | +0.5% | -67.5% |
| All | -69.7% | -72.0% | +2.3% | -67.5% |
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