+365.8%
TTD vs SU
+271.0%
+94.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.1% |
| 7D | +1.7% | -1.0% | +2.7% | +2.0% |
| 30D | +1.6% | +13.7% | -12.1% | -2.4% |
| 3M | -27.8% | +8.0% | -35.9% | -29.8% |
| 6M | -52.1% | +21.0% | -73.1% | -55.3% |
| YTD | -63.1% | +56.2% | -119.3% | -68.3% |
| 1Y | -73.1% | +72.2% | -145.3% | -77.7% |
| 3Y | -83.3% | +118.1% | -201.4% | -87.4% |
| 5Y | -80.6% | +350.3% | -430.9% | -88.7% |
| All | +365.8% | +271.0% | +94.8% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling