-82.5%
TTD vs SUI
-27.1%
-55.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.1% |
| 7D | +20.8% | -2.4% | +23.2% | +22.4% |
| 30D | +33.8% | +3.3% | +30.5% | +30.8% |
| 3M | +17.8% | +0.7% | +17.2% | +16.8% |
| 6M | -25.7% | -4.1% | -21.6% | -24.5% |
| YTD | -57.9% | -1.8% | -56.1% | -58.1% |
| 1Y | -63.8% | -4.1% | -59.8% | -63.5% |
| 3Y | -75.0% | +17.4% | -92.4% | -79.8% |
| 5Y | -82.5% | -27.0% | -55.5% | -76.5% |
| All | -82.5% | -27.1% | -55.4% | -76.5% |
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