-75.3%
TTD vs SN
+440.0%
-515.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.5% | +0.4% |
| 7D | +21.3% | +1.5% | +19.7% | +20.8% |
| 30D | +28.7% | +21.5% | +7.2% | +21.4% |
| 3M | +7.7% | +20.0% | -12.4% | +1.5% |
| 6M | -23.5% | +119.9% | -143.4% | -41.2% |
| YTD | -58.7% | +102.3% | -161.0% | -67.9% |
| 1Y | -63.4% | +148.0% | -211.4% | -73.8% |
| 3Y | -75.3% | +450.0% | -525.3% | -87.7% |
| All | -75.3% | +440.0% | -515.3% | -87.7% |
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