-75.9%
TTD vs SMTC
+709.5%
-785.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +3.5% |
| 7D | +19.9% | -10.9% | +30.8% | +20.8% |
| 30D | +27.6% | -39.4% | +67.1% | +33.1% |
| 3M | +15.2% | -13.5% | +28.7% | +14.0% |
| 6M | -33.2% | -6.8% | -26.4% | -37.0% |
| YTD | -59.4% | +54.0% | -113.4% | -65.8% |
| 1Y | -64.4% | +50.8% | -115.1% | -70.0% |
| 3Y | -75.9% | +677.3% | -753.2% | -87.5% |
| All | -75.9% | +709.5% | -785.4% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling