+361.1%
TTD vs SPG
+64.7%
+296.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | 0.0% |
| 7D | -4.6% | -1.7% | -3.0% | -4.0% |
| 30D | +3.7% | -6.3% | +9.9% | +6.4% |
| 3M | -30.2% | -2.4% | -27.8% | -29.6% |
| 6M | -51.4% | +9.6% | -61.0% | -53.5% |
| YTD | -63.4% | +14.2% | -77.6% | -65.7% |
| 1Y | -73.5% | +19.3% | -92.8% | -75.6% |
| 3Y | -83.5% | +106.7% | -190.2% | -87.7% |
| 5Y | -80.9% | +104.2% | -185.2% | -85.6% |
| All | +361.1% | +64.7% | +296.4% | +337.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling