-83.3%
TTD vs SN
+397.9%
-481.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.7% | +0.1% |
| 7D | +5.2% | +7.2% | -2.0% | +2.9% |
| 30D | +6.9% | +20.4% | -13.4% | +1.0% |
| 3M | -26.8% | +23.9% | -50.7% | -32.0% |
| 6M | -46.1% | +93.0% | -139.2% | -57.0% |
| YTD | -65.9% | +99.2% | -165.2% | -73.4% |
| 1Y | -71.8% | +142.6% | -214.4% | -79.7% |
| 3Y | -83.3% | +398.8% | -482.1% | -92.0% |
| All | -83.3% | +397.9% | -481.2% | -92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling