+307.3%
SPY vs TTD
+574.0%
-266.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +15.5% | -13.1% | +0.5% |
| 7D | +0.1% | +19.0% | -18.9% | -2.1% |
| 30D | -3.3% | +23.6% | -26.9% | -6.0% |
| 3M | -2.4% | +8.2% | -10.6% | -3.7% |
| 6M | +2.6% | -35.3% | +37.9% | +6.8% |
| YTD | +11.2% | -60.7% | +71.9% | +22.4% |
| 1Y | +13.4% | -65.3% | +78.7% | +26.7% |
| 3Y | +79.9% | -80.6% | +160.5% | +104.7% |
| 5Y | +72.2% | -84.6% | +156.8% | +90.6% |
| 10Y | +307.3% | +550.5% | -243.2% | +220.5% |
| All | +307.3% | +574.0% | -266.7% | +220.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling