-72.2%
TTD vs SNY
+2.0%
-74.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | +6.3% | -1.3% | +7.6% | +6.4% |
| 30D | -23.9% | +3.4% | -27.3% | -24.1% |
| 3M | -31.4% | -0.3% | -31.1% | -31.4% |
| 6M | -42.7% | +1.0% | -43.7% | -42.7% |
| YTD | -62.0% | -3.6% | -58.3% | -62.1% |
| 1Y | -72.2% | +3.0% | -75.2% | -72.3% |
| All | -72.2% | +2.0% | -74.2% | -72.3% |
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