-68.3%
TTD vs SPMO
+24.6%
-92.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.7% |
| 7D | -0.6% | -0.9% | +0.3% | -0.7% |
| 30D | +6.3% | -1.9% | +8.2% | +6.2% |
| 3M | -24.1% | -1.4% | -22.8% | -24.7% |
| 6M | -47.4% | +25.5% | -72.9% | -51.4% |
| YTD | -62.2% | +24.8% | -87.1% | -65.0% |
| 1Y | -68.3% | +24.5% | -92.8% | -69.5% |
| All | -68.3% | +24.6% | -92.9% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling