-83.3%
TTD vs SMR
+88.2%
-171.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +15.3% | -18.1% | -4.4% |
| 7D | +1.7% | +21.4% | -19.6% | -0.4% |
| 30D | +1.6% | +13.8% | -12.3% | 0.0% |
| 3M | -27.8% | +3.9% | -31.7% | -28.9% |
| 6M | -52.1% | -4.2% | -47.9% | -53.1% |
| YTD | -63.1% | -21.1% | -42.0% | -63.3% |
| 1Y | -73.1% | -67.1% | -6.0% | -71.1% |
| 3Y | -83.3% | +88.9% | -172.1% | -85.7% |
| All | -83.3% | +88.2% | -171.5% | -85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling