-82.9%
TTD vs SPG
+111.2%
-194.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.7% |
| 7D | +6.3% | -2.4% | +8.7% | +8.0% |
| 30D | -23.9% | -6.8% | -17.1% | -20.4% |
| 3M | -31.4% | +2.7% | -34.1% | -32.8% |
| 6M | -42.7% | +5.5% | -48.1% | -45.3% |
| YTD | -62.0% | +15.7% | -77.7% | -66.4% |
| 1Y | -72.2% | +20.9% | -93.1% | -76.4% |
| All | -82.9% | +111.2% | -194.1% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling