-80.6%
TTD vs SNPS
+16.7%
-97.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.5% |
| 7D | +1.7% | -5.5% | +7.2% | +5.6% |
| 30D | +1.6% | -5.8% | +7.4% | +4.4% |
| 3M | -27.8% | -17.2% | -10.6% | -20.0% |
| 6M | -52.1% | -10.4% | -41.7% | -50.3% |
| YTD | -63.1% | -16.5% | -46.5% | -59.9% |
| 1Y | -73.1% | -35.6% | -37.4% | -68.0% |
| 3Y | -83.3% | -14.6% | -68.7% | -87.2% |
| 5Y | -80.6% | +16.5% | -97.1% | -89.6% |
| All | -80.6% | +16.7% | -97.4% | -89.6% |
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 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