+508.5%
TTD vs SO
+197.2%
+311.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.1% |
| 7D | +21.3% | +1.4% | +19.9% | +21.0% |
| 30D | +28.7% | +4.7% | +24.0% | +27.4% |
| 3M | +7.7% | +1.7% | +6.0% | +7.3% |
| 6M | -23.5% | +2.2% | -25.6% | -23.9% |
| YTD | -58.7% | +10.0% | -68.7% | -59.8% |
| 1Y | -63.4% | +6.0% | -69.5% | -64.1% |
| 3Y | -75.3% | +54.1% | -129.4% | -78.7% |
| 5Y | -84.4% | +79.6% | -164.0% | -87.2% |
| All | +508.5% | +197.2% | +311.3% | +382.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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