+396.0%
TTD vs SPG
+87.7%
+308.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.0% | +13.5% | +14.6% |
| 7D | +19.0% | +5.1% | +13.9% | +16.7% |
| 30D | +23.6% | +16.8% | +6.7% | +16.1% |
| 3M | +8.2% | +5.7% | +2.5% | +5.8% |
| 6M | -35.3% | +17.8% | -53.1% | -39.6% |
| YTD | -60.7% | +30.1% | -90.8% | -65.0% |
| 1Y | -65.3% | +32.8% | -98.1% | -69.3% |
| 3Y | -80.6% | +137.2% | -217.8% | -86.3% |
| 5Y | -84.6% | +81.5% | -166.1% | -88.2% |
| 10Y | +550.5% | +116.5% | +434.0% | +333.5% |
| All | +396.0% | +87.7% | +308.3% | +346.1% |
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 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