+379.4%
TTD vs SRE
+112.9%
+266.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -4.1% |
| 7D | +6.3% | -0.3% | +6.7% | +6.4% |
| 30D | -23.9% | -0.7% | -23.2% | -23.7% |
| 3M | -31.4% | -6.3% | -25.1% | -29.9% |
| 6M | -42.7% | -10.7% | -32.0% | -40.8% |
| YTD | -62.0% | -3.5% | -58.5% | -62.1% |
| 1Y | -72.2% | +5.3% | -77.5% | -73.4% |
| 3Y | -81.9% | +31.8% | -113.7% | -85.0% |
| 5Y | -81.5% | +47.4% | -128.9% | -85.5% |
| All | +379.4% | +112.9% | +266.5% | +254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling