-73.5%
TTD vs SMTC
+168.8%
-242.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -0.9% |
| 7D | -4.6% | +22.5% | -27.1% | -3.1% |
| 30D | +3.7% | +24.9% | -21.2% | +5.6% |
| 3M | -30.2% | +4.1% | -34.3% | -28.7% |
| 6M | -51.4% | +92.6% | -144.0% | -53.2% |
| YTD | -63.4% | +122.5% | -185.9% | -65.2% |
| 1Y | -73.5% | +166.2% | -239.7% | -74.6% |
| All | -73.5% | +168.8% | -242.3% | -74.6% |
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