+379.4%
TTD vs SMTC
+445.1%
-65.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.2% | -13.6% | -7.7% |
| 7D | +6.3% | +12.7% | -6.4% | +1.6% |
| 30D | -23.9% | +22.0% | -45.9% | -31.6% |
| 3M | -31.4% | -12.7% | -18.7% | -32.9% |
| 6M | -42.7% | +64.8% | -107.4% | -59.1% |
| YTD | -62.0% | +100.7% | -162.7% | -75.4% |
| 1Y | -72.2% | +146.9% | -219.1% | -84.1% |
| 3Y | -81.9% | +456.8% | -538.8% | -95.1% |
| 5Y | -81.5% | +89.2% | -170.8% | -90.2% |
| All | +379.4% | +445.1% | -65.7% | +49.5% |
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 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