-72.0%
TTD vs SYY
+8.7%
-80.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +3.6% |
| 7D | +3.7% | -6.3% | +10.0% | +2.3% |
| 30D | +10.4% | +0.7% | +9.7% | +10.9% |
| 3M | -31.6% | -6.4% | -25.2% | -32.6% |
| 6M | -45.1% | +7.6% | -52.7% | -43.7% |
| YTD | -65.1% | +7.4% | -72.6% | -64.5% |
| 1Y | -72.0% | +8.3% | -80.3% | -71.5% |
| All | -72.0% | +8.7% | -80.7% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling