+306.9%
SPY vs TTD
+436.3%
-129.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -0.8% |
| 7D | -0.6% | +19.9% | -20.5% | -2.8% |
| 30D | -3.7% | +27.6% | -31.3% | -6.7% |
| 3M | -2.7% | +15.2% | -17.9% | -4.8% |
| 6M | +2.2% | -33.2% | +35.4% | +6.0% |
| YTD | +10.8% | -59.4% | +70.2% | +21.3% |
| 1Y | +11.2% | -64.4% | +75.6% | +23.7% |
| 3Y | +76.5% | -75.9% | +152.4% | +95.6% |
| 5Y | +72.9% | -82.6% | +155.5% | +88.6% |
| 10Y | +304.8% | +558.1% | -253.3% | +216.1% |
| All | +306.9% | +436.3% | -129.5% | +220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling