-85.4%
TTD vs SPGI
+11.1%
-96.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.9% |
| 7D | +5.2% | +0.3% | +4.9% | +4.8% |
| 30D | +6.9% | +18.4% | -11.4% | -9.7% |
| 3M | -26.8% | +15.7% | -42.5% | -37.1% |
| 6M | -46.1% | +17.3% | -63.4% | -54.9% |
| YTD | -65.9% | -4.7% | -61.2% | -65.0% |
| 1Y | -71.8% | +1.8% | -73.6% | -73.3% |
| 3Y | -83.3% | +31.7% | -115.0% | -89.3% |
| All | -85.4% | +11.1% | -96.6% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling