-72.2%
TTD vs SU
+70.8%
-143.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.0% | -4.5% |
| 7D | +6.3% | +2.9% | +3.4% | +6.6% |
| 30D | -23.9% | +7.2% | -31.1% | -23.6% |
| 3M | -31.4% | +2.8% | -34.2% | -31.5% |
| 6M | -42.7% | +18.2% | -60.9% | -39.6% |
| YTD | -62.0% | +54.0% | -116.0% | -55.8% |
| 1Y | -72.2% | +70.1% | -142.3% | -66.0% |
| All | -72.2% | +70.8% | -143.0% | -66.0% |
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