+379.4%
TTD vs SO
+155.2%
+224.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -4.2% |
| 7D | +6.3% | -0.2% | +6.5% | +6.4% |
| 30D | -23.9% | -4.6% | -19.3% | -23.1% |
| 3M | -31.4% | -3.0% | -28.3% | -30.9% |
| 6M | -42.7% | -8.3% | -34.4% | -41.7% |
| YTD | -62.0% | +3.5% | -65.5% | -62.5% |
| 1Y | -72.2% | -0.9% | -71.3% | -72.3% |
| 3Y | -81.9% | +45.4% | -127.3% | -84.2% |
| 5Y | -81.5% | +59.6% | -141.2% | -84.5% |
| All | +379.4% | +155.2% | +224.2% | +295.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling