+314.6%
SPY vs TTD
+387.7%
-73.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.2% |
| 7D | +0.5% | +1.7% | -1.2% | +0.3% |
| 30D | -0.9% | +1.6% | -2.5% | -1.2% |
| 3M | +3.9% | -27.8% | +31.7% | +7.3% |
| 6M | +14.5% | -52.1% | +66.6% | +23.7% |
| YTD | +12.9% | -63.1% | +76.0% | +25.4% |
| 1Y | +19.4% | -73.1% | +92.4% | +37.4% |
| 3Y | +78.5% | -83.3% | +161.7% | +106.8% |
| 5Y | +81.8% | -80.6% | +162.4% | +94.9% |
| All | +314.6% | +387.7% | -73.1% | +231.0% |
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