-65.5%
TTD vs SN
+143.5%
-209.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.9% | +12.5% | +14.9% |
| 7D | +19.0% | +7.6% | +11.3% | +17.6% |
| 30D | +23.6% | +24.1% | -0.5% | +19.9% |
| 3M | +8.2% | +23.7% | -15.5% | +4.7% |
| 6M | -35.3% | +105.5% | -140.8% | -41.3% |
| YTD | -60.7% | +105.1% | -165.8% | -64.1% |
| All | -65.5% | +143.5% | -209.0% | -69.5% |
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