-72.0%
TTD vs SN
+156.5%
-228.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.3% |
| 7D | +3.7% | +10.6% | -7.0% | +2.3% |
| 30D | +10.4% | +20.0% | -9.6% | +8.0% |
| 3M | -31.6% | +30.4% | -62.0% | -34.0% |
| 6M | -45.1% | +91.0% | -136.1% | -49.2% |
| YTD | -65.1% | +95.9% | -161.1% | -67.5% |
| 1Y | -72.0% | +158.9% | -230.9% | -74.8% |
| All | -72.0% | +156.5% | -228.5% | -74.8% |
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