+550.5%
TTD vs SPGI
+335.6%
+214.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.7% | +14.8% | +14.8% |
| 7D | +19.0% | -0.9% | +19.8% | +20.0% |
| 30D | +23.6% | +15.5% | +8.1% | +7.6% |
| 3M | +8.2% | +15.7% | -7.5% | -6.2% |
| 6M | -35.3% | +19.1% | -54.4% | -46.0% |
| YTD | -60.7% | -4.1% | -56.6% | -60.1% |
| 1Y | -65.3% | +1.2% | -66.5% | -66.7% |
| 3Y | -80.6% | +31.6% | -112.1% | -86.2% |
| 5Y | -84.6% | +12.4% | -97.1% | -86.9% |
| 10Y | +550.5% | +334.3% | +216.3% | +132.7% |
| All | +550.5% | +335.6% | +214.9% | +132.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling