-72.2%
TTD vs SONY
-10.8%
-61.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.2% |
| 7D | +6.3% | -1.2% | +7.5% | +6.5% |
| 30D | -23.9% | +9.4% | -33.3% | -24.7% |
| 3M | -31.4% | +10.5% | -41.9% | -32.7% |
| 6M | -42.7% | +11.7% | -54.4% | -43.7% |
| YTD | -62.0% | -4.1% | -57.9% | -61.1% |
| 1Y | -72.2% | -11.8% | -60.4% | -69.9% |
| All | -72.2% | -10.8% | -61.4% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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