-72.0%
TTD vs SPG
+34.3%
-106.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.4% |
| 7D | +3.7% | +8.2% | -4.5% | +2.6% |
| 30D | +10.4% | +13.5% | -3.0% | +8.7% |
| 3M | -31.6% | +2.2% | -33.8% | -32.4% |
| 6M | -45.1% | +15.9% | -61.0% | -44.7% |
| YTD | -65.1% | +27.6% | -92.7% | -65.9% |
| 1Y | -72.0% | +30.9% | -102.9% | -72.8% |
| All | -72.0% | +34.3% | -106.3% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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