-63.8%
TTD vs SMTC
+66.6%
-130.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.3% | -6.7% | +4.1% |
| 7D | +20.8% | +12.9% | +7.9% | +21.3% |
| 30D | +33.8% | -25.6% | +59.4% | +29.6% |
| 3M | +17.8% | -4.5% | +22.4% | +17.3% |
| 6M | -25.7% | -8.3% | -17.5% | -26.6% |
| YTD | -57.9% | +69.9% | -127.8% | -61.8% |
| 1Y | -63.8% | +73.9% | -137.8% | -67.5% |
| All | -63.8% | +66.6% | -130.5% | -67.5% |
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