-63.4%
TTD vs SMR
-81.8%
+18.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.6% |
| 7D | +21.3% | -8.3% | +29.5% | +22.0% |
| 30D | +28.7% | -20.1% | +48.8% | +30.2% |
| 3M | +7.7% | -52.7% | +60.4% | +10.8% |
| 6M | -23.5% | -61.0% | +37.6% | -20.5% |
| YTD | -58.7% | -67.1% | +8.4% | -56.6% |
| 1Y | -63.4% | -79.9% | +16.4% | -60.7% |
| All | -63.4% | -81.8% | +18.4% | -60.7% |
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 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