+379.4%
TTD vs SPGI
+308.6%
+70.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -2.9% |
| 7D | +6.3% | +0.1% | +6.2% | +6.0% |
| 30D | -23.9% | +8.4% | -32.3% | -29.8% |
| 3M | -31.4% | +11.8% | -43.2% | -39.3% |
| 6M | -42.7% | +5.7% | -48.4% | -46.2% |
| YTD | -62.0% | -9.7% | -52.3% | -59.1% |
| 1Y | -72.2% | -12.5% | -59.8% | -69.4% |
| 3Y | -81.9% | +21.8% | -103.8% | -86.2% |
| 5Y | -81.5% | +8.2% | -89.7% | -83.7% |
| All | +379.4% | +308.6% | +70.8% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling