+412.3%
TTD vs SPG
+88.9%
+323.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.0% |
| 7D | +19.9% | +5.6% | +14.3% | +17.4% |
| 30D | +27.6% | +17.6% | +10.1% | +19.6% |
| 3M | +15.2% | +7.5% | +7.7% | +11.9% |
| 6M | -33.2% | +18.5% | -51.7% | -37.8% |
| YTD | -59.4% | +30.9% | -90.3% | -63.9% |
| 1Y | -64.4% | +34.1% | -98.5% | -68.7% |
| 3Y | -75.9% | +135.5% | -211.4% | -83.0% |
| 5Y | -82.6% | +86.5% | -169.1% | -86.8% |
| 10Y | +558.1% | +116.1% | +442.1% | +342.6% |
| All | +412.3% | +88.9% | +323.4% | +359.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling