-72.2%
TTD vs SN
+46.4%
-118.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.3% | -4.3% |
| 7D | +6.3% | -9.3% | +15.7% | +6.9% |
| 30D | -23.9% | -4.8% | -19.1% | -23.7% |
| 3M | -31.4% | +40.4% | -71.8% | -33.1% |
| 6M | -42.7% | +50.9% | -93.6% | -44.3% |
| YTD | -62.0% | +54.9% | -116.9% | -62.8% |
| 1Y | -72.2% | +43.0% | -115.2% | -75.8% |
| All | -72.2% | +46.4% | -118.6% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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