-84.6%
TTD vs SNPS
+36.0%
-120.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +3.7% | +11.8% | +13.2% |
| 7D | +19.0% | +0.2% | +18.8% | +19.0% |
| 30D | +23.6% | -8.4% | +32.0% | +29.8% |
| 3M | +8.2% | +12.3% | -4.1% | -3.0% |
| 6M | -35.3% | -9.6% | -25.7% | -33.9% |
| YTD | -60.7% | -0.6% | -60.1% | -62.8% |
| 1Y | -65.3% | +18.7% | -84.0% | -71.3% |
| 3Y | -80.6% | -7.6% | -73.0% | -85.4% |
| 5Y | -84.6% | +34.1% | -118.7% | -92.9% |
| All | -84.6% | +36.0% | -120.6% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling