-42.7%
TTD vs SYY
-8.2%
-34.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.7% |
| 7D | +6.3% | -2.3% | +8.6% | +5.6% |
| 30D | -23.9% | -4.9% | -19.0% | -25.0% |
| 3M | -31.4% | +8.4% | -39.8% | -29.5% |
| 6M | -42.7% | -7.4% | -35.3% | -43.8% |
| All | -42.7% | -8.2% | -34.5% | -43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling