-45.9%
TTD vs SNDU
+194.5%
-240.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.6% | +10.3% | +2.6% |
| 7D | -0.6% | -12.7% | +12.1% | -0.8% |
| 30D | +6.3% | +35.8% | -29.5% | +6.4% |
| 3M | -24.1% | -54.8% | +30.7% | -25.2% |
| All | -45.9% | +194.5% | -240.4% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 5y: compounded portfolio wealth divided by compounded SNDU 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…
5y analysis · Full analysis span regression · 6 months rolling