-68.3%
TTD vs SRE
+4.6%
-72.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.4% |
| 7D | -0.6% | -0.8% | +0.2% | -0.9% |
| 30D | +6.3% | -3.0% | +9.3% | +5.4% |
| 3M | -24.1% | -8.3% | -15.8% | -26.5% |
| 6M | -47.4% | -8.9% | -38.5% | -49.0% |
| YTD | -62.2% | -4.3% | -58.0% | -63.5% |
| 1Y | -68.3% | +2.7% | -71.0% | -70.0% |
| All | -68.3% | +4.6% | -72.9% | -70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling