-83.3%
TTD vs SYY
+25.4%
-108.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.9% |
| 7D | +1.7% | -2.8% | +4.5% | +1.6% |
| 30D | +1.6% | -5.3% | +6.9% | +1.3% |
| 3M | -27.8% | +5.1% | -32.9% | -27.7% |
| 6M | -52.1% | -5.0% | -47.1% | -52.0% |
| YTD | -63.1% | +10.7% | -73.8% | -63.4% |
| 1Y | -73.1% | +0.7% | -73.7% | -73.0% |
| 3Y | -83.3% | +24.0% | -107.3% | -84.1% |
| All | -83.3% | +25.4% | -108.7% | -84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling