-64.4%
TTD vs SO
+6.1%
-70.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +19.9% | -0.1% | +20.0% | +19.7% |
| 30D | +27.6% | +8.7% | +19.0% | +30.6% |
| 3M | +15.2% | +3.4% | +11.8% | +15.7% |
| 6M | -33.2% | +3.7% | -36.9% | -32.1% |
| YTD | -59.4% | +10.0% | -69.4% | -57.5% |
| 1Y | -64.4% | +6.6% | -70.9% | -61.7% |
| All | -64.4% | +6.1% | -70.5% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling