+376.4%
TTD vs SNY
+65.9%
+310.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -0.6% | -3.3% | +2.7% | +0.5% |
| 30D | +6.3% | -2.2% | +8.5% | +7.0% |
| 3M | -24.1% | -3.0% | -21.1% | -23.4% |
| 6M | -47.4% | +2.7% | -50.2% | -48.1% |
| YTD | -62.2% | -6.8% | -55.4% | -61.5% |
| 1Y | -68.3% | -5.3% | -63.0% | -68.1% |
| 3Y | -83.4% | -9.8% | -73.6% | -83.5% |
| 5Y | -80.3% | +9.7% | -90.0% | -83.0% |
| All | +376.4% | +65.9% | +310.5% | +221.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling