-72.0%
TTD vs SMTC
+70.8%
-142.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -12.9% | +15.8% | +1.6% |
| 7D | +3.7% | -24.5% | +28.2% | +0.9% |
| 30D | +10.4% | -42.5% | +52.9% | +5.1% |
| 3M | -31.6% | -14.1% | -17.5% | -32.0% |
| 6M | -45.1% | +3.6% | -48.7% | -47.4% |
| YTD | -65.1% | +50.6% | -115.7% | -67.9% |
| 1Y | -72.0% | +72.2% | -144.2% | -74.3% |
| All | -72.0% | +70.8% | -142.8% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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