-83.3%
TTD vs SRE
+33.0%
-116.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.0% |
| 7D | +1.7% | +1.4% | +0.3% | +1.6% |
| 30D | +1.6% | +1.9% | -0.3% | +1.4% |
| 3M | -27.8% | -3.3% | -24.6% | -27.7% |
| 6M | -52.1% | -6.4% | -45.7% | -52.0% |
| YTD | -63.1% | -1.8% | -61.2% | -63.4% |
| 1Y | -73.1% | +10.7% | -83.8% | -74.1% |
| 3Y | -83.3% | +31.8% | -115.1% | -85.1% |
| All | -83.3% | +33.0% | -116.3% | -85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling