+364.1%
TTD vs SYY
+116.9%
+247.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -7.4% | +1.5% | -8.9% | -8.0% |
| 30D | +3.0% | -2.3% | +5.3% | +3.9% |
| 3M | -27.6% | +5.5% | -33.1% | -29.3% |
| 6M | -49.5% | -1.0% | -48.5% | -50.0% |
| YTD | -63.2% | +14.1% | -77.3% | -66.1% |
| 1Y | -69.7% | +5.6% | -75.3% | -71.2% |
| 3Y | -83.3% | +27.9% | -111.2% | -85.9% |
| 5Y | -80.8% | +22.7% | -103.5% | -83.1% |
| All | +364.1% | +116.9% | +247.2% | +255.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling