+550.5%
TTD vs SO
+184.0%
+366.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.3% | +14.1% | +15.2% |
| 7D | +19.0% | -1.1% | +20.1% | +19.3% |
| 30D | +23.6% | +8.6% | +15.0% | +21.4% |
| 3M | +8.2% | +1.8% | +6.4% | +7.7% |
| 6M | -35.3% | +3.6% | -38.9% | -35.9% |
| YTD | -60.7% | +9.9% | -70.6% | -61.8% |
| 1Y | -65.3% | +5.7% | -71.0% | -65.9% |
| 3Y | -80.6% | +52.5% | -133.1% | -83.1% |
| 5Y | -84.6% | +77.3% | -161.9% | -87.4% |
| 10Y | +550.5% | +186.8% | +363.8% | +404.7% |
| All | +550.5% | +184.0% | +366.6% | +404.7% |
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