-80.6%
TTD vs SPG
+106.4%
-187.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -3.8% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +1.6% | -4.9% | +6.5% | +5.9% |
| 3M | -27.8% | +3.3% | -31.2% | -30.1% |
| 6M | -52.1% | +11.2% | -63.3% | -57.0% |
| YTD | -63.1% | +17.1% | -80.1% | -68.6% |
| 1Y | -73.1% | +21.6% | -94.6% | -78.0% |
| 3Y | -83.3% | +111.9% | -195.2% | -92.2% |
| 5Y | -80.6% | +106.9% | -187.5% | -91.3% |
| All | -80.6% | +106.4% | -187.0% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling