+325.6%
TTD vs SUI
+115.4%
+210.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.6% |
| 7D | -1.9% | +8.8% | -10.7% | -6.7% |
| 30D | +7.5% | +8.9% | -1.5% | +1.9% |
| 3M | -32.4% | +2.0% | -34.5% | -33.5% |
| 6M | -47.9% | -0.6% | -47.3% | -48.1% |
| YTD | -66.3% | +1.3% | -67.6% | -67.0% |
| 1Y | -73.1% | +1.3% | -74.4% | -73.7% |
| 3Y | -83.8% | +16.3% | -100.1% | -86.2% |
| 5Y | -81.3% | -25.1% | -56.3% | -78.6% |
| 10Y | +436.7% | +121.1% | +315.6% | +283.8% |
| All | +325.6% | +115.4% | +210.2% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling