+501.7%
SPCX vs TTD
-82.8%
+584.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +15.5% | -9.7% | +20.5% |
| 7D | +4.2% | +19.0% | -14.8% | +21.8% |
| 30D | -12.6% | +23.6% | -36.2% | +6.5% |
| 3M | +6.7% | +8.2% | -1.5% | +14.7% |
| 6M | +546.4% | -32.8% | +579.1% | +388.8% |
| YTD | +552.1% | -60.7% | +612.8% | +393.3% |
| 1Y | +453.2% | -65.3% | +518.5% | +318.8% |
| All | +501.7% | -82.8% | +584.5% | +341.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 all: compounded portfolio wealth divided by compounded TTD 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…
all analysis · Full analysis span regression · 6 months rolling