+19.4%
SPY vs TTD
-73.2%
+92.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.4% |
| 7D | +0.5% | +1.7% | -1.2% | +0.5% |
| 30D | -0.9% | +1.6% | -2.5% | -1.0% |
| 3M | +3.9% | -27.8% | +31.7% | +5.1% |
| 6M | +14.5% | -52.1% | +66.6% | +18.2% |
| YTD | +12.9% | -63.1% | +76.0% | +18.9% |
| 1Y | +19.4% | -73.1% | +92.4% | +28.1% |
| All | +19.4% | -73.2% | +92.6% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling