-83.3%
TTD vs SPGI
+32.5%
-115.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.6% |
| 7D | +5.2% | +0.3% | +4.9% | +5.0% |
| 30D | +6.9% | +18.4% | -11.4% | -4.6% |
| 3M | -26.8% | +15.7% | -42.5% | -33.9% |
| 6M | -46.1% | +17.3% | -63.4% | -52.1% |
| YTD | -65.9% | -4.7% | -61.2% | -65.0% |
| 1Y | -71.8% | +1.8% | -73.6% | -72.5% |
| 3Y | -83.3% | +31.7% | -115.0% | -83.8% |
| All | -83.3% | +32.5% | -115.8% | -83.8% |
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