+365.8%
TTD vs SO
+157.7%
+208.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.1% |
| 7D | +1.7% | +1.0% | +0.7% | +1.5% |
| 30D | +1.6% | -3.2% | +4.8% | +2.3% |
| 3M | -27.8% | -1.7% | -26.1% | -27.6% |
| 6M | -52.1% | -7.2% | -44.9% | -51.4% |
| YTD | -63.1% | +4.6% | -67.6% | -63.7% |
| 1Y | -73.1% | +1.2% | -74.3% | -73.3% |
| 3Y | -83.3% | +45.3% | -128.6% | -85.4% |
| 5Y | -80.6% | +58.7% | -139.3% | -83.6% |
| All | +365.8% | +157.7% | +208.1% | +283.0% |
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