-82.3%
TTD vs SN
+389.7%
-471.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.3% | -4.1% |
| 7D | +6.3% | -9.3% | +15.7% | +9.4% |
| 30D | -23.9% | -4.8% | -19.1% | -23.1% |
| 3M | -31.4% | +40.4% | -71.8% | -39.0% |
| 6M | -42.7% | +50.9% | -93.6% | -50.6% |
| YTD | -62.0% | +54.9% | -116.9% | -67.8% |
| 1Y | -72.2% | +43.0% | -115.2% | -75.9% |
| All | -82.3% | +389.7% | -471.9% | -90.4% |
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