-72.0%
TTD vs SU
+88.1%
-160.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +2.5% |
| 7D | +3.7% | -7.1% | +10.8% | +3.0% |
| 30D | +10.4% | +4.8% | +5.7% | +9.9% |
| 3M | -31.6% | +12.5% | -44.1% | -32.1% |
| 6M | -45.1% | +6.5% | -51.6% | -45.5% |
| YTD | -65.1% | +65.8% | -130.9% | -62.0% |
| 1Y | -72.0% | +86.2% | -158.1% | -69.5% |
| All | -72.0% | +88.1% | -160.1% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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