-83.9%
TTD vs SU
+120.3%
-204.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -7.4% | +1.7% | -9.1% | -7.7% |
| 30D | +3.0% | +9.6% | -6.6% | +1.1% |
| 3M | -27.6% | +11.7% | -39.3% | -29.3% |
| 6M | -49.5% | +21.9% | -71.4% | -51.9% |
| YTD | -63.2% | +58.6% | -121.8% | -67.4% |
| 1Y | -69.7% | +66.5% | -136.2% | -73.6% |
| All | -83.9% | +120.3% | -204.1% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling