+329.6%
TTD vs SO
+167.4%
+162.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | +5.2% | -1.5% | +6.7% | +5.5% |
| 30D | +6.9% | +8.1% | -1.1% | +5.1% |
| 3M | -26.8% | +0.2% | -27.0% | -26.9% |
| 6M | -46.1% | +0.4% | -46.5% | -46.3% |
| YTD | -65.9% | +8.5% | -74.4% | -66.8% |
| 1Y | -71.8% | +4.9% | -76.8% | -72.3% |
| 3Y | -83.3% | +47.9% | -131.2% | -85.4% |
| 5Y | -81.1% | +75.7% | -156.8% | -84.5% |
| 10Y | +441.7% | +178.0% | +263.7% | +314.4% |
| All | +329.6% | +167.4% | +162.1% | +250.2% |
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 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