-63.4%
TTD vs SNPS
+14.9%
-78.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | +21.3% | +1.1% | +20.2% | +21.0% |
| 30D | +28.7% | -5.2% | +33.9% | +30.7% |
| 3M | +7.7% | +10.6% | -2.9% | +2.6% |
| 6M | -23.5% | -10.6% | -12.9% | -19.5% |
| YTD | -58.7% | -3.1% | -55.6% | -59.7% |
| 1Y | -63.4% | +15.6% | -79.0% | -64.6% |
| All | -63.4% | +14.9% | -78.3% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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