+364.1%
TTD vs SRE
+112.8%
+251.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -7.4% | -0.7% | -6.7% | -7.2% |
| 30D | +3.0% | -1.7% | +4.8% | +3.5% |
| 3M | -27.6% | -7.1% | -20.5% | -25.8% |
| 6M | -49.5% | -8.4% | -41.1% | -48.3% |
| YTD | -63.2% | -3.5% | -59.7% | -63.3% |
| 1Y | -69.7% | +5.4% | -75.1% | -71.0% |
| 3Y | -83.3% | +29.5% | -112.9% | -86.1% |
| 5Y | -80.8% | +48.3% | -129.1% | -85.0% |
| All | +364.1% | +112.8% | +251.4% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling