-75.3%
TTD vs SPGI
+30.0%
-105.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.6% |
| 7D | +21.3% | +1.2% | +20.0% | +20.4% |
| 30D | +28.7% | +15.9% | +12.8% | +16.3% |
| 3M | +7.7% | +12.3% | -4.6% | -0.8% |
| 6M | -23.5% | +23.7% | -47.2% | -34.4% |
| YTD | -58.7% | -3.5% | -55.1% | -57.8% |
| 1Y | -63.4% | +0.4% | -63.8% | -63.8% |
| 3Y | -75.3% | +29.9% | -105.2% | -80.8% |
| All | -75.3% | +30.0% | -105.3% | -80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling