+376.4%
TTD vs SU
+276.1%
+100.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.7% |
| 7D | -0.6% | +2.2% | -2.9% | -1.3% |
| 30D | +6.3% | +8.4% | -2.1% | +3.7% |
| 3M | -24.1% | +12.1% | -36.2% | -27.0% |
| 6M | -47.4% | +19.7% | -67.1% | -50.7% |
| YTD | -62.2% | +58.4% | -120.6% | -67.7% |
| 1Y | -68.3% | +67.2% | -135.5% | -73.4% |
| 3Y | -83.4% | +125.0% | -208.5% | -87.6% |
| 5Y | -80.3% | +355.1% | -435.4% | -88.6% |
| All | +376.4% | +276.1% | +100.3% | +234.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling