-72.0%
TTD vs SNY
+2.7%
-74.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +1.9% |
| 7D | +3.7% | +12.4% | -8.7% | +1.2% |
| 30D | +10.4% | +20.1% | -9.7% | +6.3% |
| 3M | -31.6% | +11.2% | -42.8% | -33.4% |
| 6M | -45.1% | +9.5% | -54.6% | -46.5% |
| YTD | -65.1% | +3.4% | -68.5% | -65.8% |
| 1Y | -72.0% | +2.0% | -74.0% | -72.5% |
| All | -72.0% | +2.7% | -74.7% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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