+379.4%
TTD vs SUI
+108.6%
+270.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.0% | -4.2% |
| 7D | +6.3% | -2.8% | +9.2% | +8.1% |
| 30D | -23.9% | -1.2% | -22.7% | -23.4% |
| 3M | -31.4% | -1.7% | -29.6% | -30.8% |
| 6M | -42.7% | -10.5% | -32.2% | -39.1% |
| YTD | -62.0% | -1.8% | -60.1% | -62.0% |
| 1Y | -72.2% | -4.1% | -68.1% | -71.9% |
| 3Y | -81.9% | +11.3% | -93.2% | -84.2% |
| 5Y | -81.5% | -32.1% | -49.4% | -77.6% |
| All | +379.4% | +108.6% | +270.8% | +266.7% |
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