-80.9%
TTD vs SYY
+22.4%
-103.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.8% |
| 7D | -4.6% | -0.2% | -4.4% | -4.5% |
| 30D | +3.7% | -2.7% | +6.4% | +4.6% |
| 3M | -30.2% | +5.9% | -36.1% | -31.9% |
| 6M | -51.4% | -2.3% | -49.1% | -51.5% |
| YTD | -63.4% | +13.1% | -76.5% | -66.6% |
| 1Y | -73.5% | +3.8% | -77.3% | -74.6% |
| 3Y | -83.5% | +26.7% | -110.2% | -86.8% |
| 5Y | -80.9% | +19.4% | -100.4% | -84.1% |
| All | -80.9% | +22.4% | -103.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling