-84.0%
TTD vs SPMO
+159.2%
-243.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.6% | +2.7% | -7.3% | -6.5% |
| 30D | +3.7% | +1.1% | +2.6% | +2.6% |
| 3M | -30.2% | +2.0% | -32.3% | -33.6% |
| 6M | -51.4% | +26.5% | -77.9% | -64.0% |
| YTD | -63.4% | +26.5% | -89.9% | -73.0% |
| 1Y | -73.5% | +27.9% | -101.4% | -80.8% |
| All | -84.0% | +159.2% | -243.2% | -95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling