+307.8%
SPY vs TTD
+513.2%
-205.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.5% |
| 7D | +2.6% | +21.3% | -18.7% | +0.1% |
| 30D | -2.0% | +28.7% | -30.7% | -5.2% |
| 3M | -2.8% | +7.7% | -10.5% | -4.0% |
| 6M | +2.1% | -23.5% | +25.6% | +4.2% |
| YTD | +11.5% | -58.7% | +70.2% | +22.0% |
| 1Y | +13.5% | -63.4% | +76.9% | +26.0% |
| 3Y | +77.7% | -75.3% | +153.0% | +96.5% |
| 5Y | +72.6% | -84.4% | +157.0% | +90.8% |
| All | +307.8% | +513.2% | -205.4% | +216.8% |
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