-85.4%
TTD vs SO
+75.0%
-160.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +5.2% | -1.5% | +6.7% | +5.3% |
| 30D | +6.9% | +8.1% | -1.1% | +6.5% |
| 3M | -26.8% | +0.2% | -27.0% | -26.9% |
| 6M | -46.1% | +0.4% | -46.5% | -46.2% |
| YTD | -65.9% | +8.5% | -74.4% | -66.3% |
| 1Y | -71.8% | +4.9% | -76.8% | -72.0% |
| 3Y | -83.3% | +47.9% | -131.2% | -85.0% |
| All | -85.4% | +75.0% | -160.4% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling