-72.0%
TTD vs SPGI
+3.2%
-75.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +0.9% |
| 7D | +3.7% | +7.2% | -3.5% | -0.7% |
| 30D | +10.4% | +23.2% | -12.8% | -2.6% |
| 3M | -31.6% | +17.0% | -48.6% | -37.9% |
| 6M | -45.1% | +20.4% | -65.5% | -51.4% |
| YTD | -65.1% | -1.9% | -63.2% | -65.2% |
| 1Y | -72.0% | +2.9% | -74.9% | -72.0% |
| All | -72.0% | +3.2% | -75.2% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling