-85.4%
TTD vs SUI
-26.3%
-59.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.8% |
| 7D | +5.2% | +6.2% | -1.0% | +1.5% |
| 30D | +6.9% | +8.6% | -1.6% | +1.5% |
| 3M | -26.8% | +1.0% | -27.8% | -27.5% |
| 6M | -46.1% | -2.6% | -43.6% | -45.7% |
| YTD | -65.9% | -0.1% | -65.8% | -66.4% |
| 1Y | -71.8% | +0.5% | -72.3% | -72.3% |
| 3Y | -83.3% | +15.3% | -98.6% | -86.2% |
| All | -85.4% | -26.3% | -59.1% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling