-75.3%
TTD vs SRE
+24.6%
-99.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.3% |
| 7D | +21.3% | +1.8% | +19.5% | +21.1% |
| 30D | +28.7% | -3.0% | +31.7% | +29.0% |
| 3M | +7.7% | -7.3% | +14.9% | +8.4% |
| 6M | -23.5% | -11.9% | -11.6% | -22.7% |
| YTD | -58.7% | -7.9% | -50.8% | -58.9% |
| 1Y | -63.4% | -11.1% | -52.3% | -63.3% |
| 3Y | -75.3% | +24.8% | -100.1% | -78.2% |
| All | -75.3% | +24.6% | -99.9% | -78.2% |
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