+12.0%
SPY vs TTD
-65.5%
+77.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.2% |
| 7D | +3.3% | +20.8% | -17.5% | +2.2% |
| 30D | -2.7% | +27.1% | -29.8% | -3.9% |
| 3M | -1.7% | +14.7% | -16.4% | -2.6% |
| 6M | +3.1% | -26.8% | +29.9% | +3.8% |
| YTD | +11.9% | -59.2% | +71.1% | +17.5% |
| 1Y | +12.0% | -64.7% | +76.7% | +20.0% |
| All | +12.0% | -65.5% | +77.5% | +20.0% |
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 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