+430.9%
TTD vs SMTC
+361.6%
+69.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.3% | -6.7% | +0.2% |
| 7D | +20.8% | +12.9% | +7.9% | +15.1% |
| 30D | +33.8% | -25.6% | +59.4% | +43.8% |
| 3M | +17.8% | -4.5% | +22.4% | +10.8% |
| 6M | -25.7% | -8.3% | -17.5% | -34.5% |
| YTD | -57.9% | +69.9% | -127.8% | -72.7% |
| 1Y | -63.8% | +73.9% | -137.8% | -77.0% |
| 3Y | -75.0% | +757.7% | -832.7% | -95.1% |
| 5Y | -82.5% | +38.7% | -121.3% | -89.8% |
| 10Y | +527.9% | +376.1% | +151.8% | +83.5% |
| All | +430.9% | +361.6% | +69.3% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling