-83.1%
TTD vs SMR
+7.6%
-90.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.6% |
| 7D | -4.6% | +13.1% | -17.7% | -6.0% |
| 30D | +3.7% | +17.8% | -14.1% | +1.6% |
| 3M | -30.2% | +8.1% | -38.3% | -31.5% |
| 6M | -51.4% | -11.1% | -40.3% | -52.0% |
| YTD | -63.4% | -23.7% | -39.7% | -63.6% |
| 1Y | -73.5% | -69.4% | -4.1% | -71.3% |
| 3Y | -83.5% | +82.6% | -166.1% | -86.3% |
| All | -83.1% | +7.6% | -90.7% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling