-80.8%
TTD vs SPMO
+145.0%
-225.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.5% | +2.7% |
| 7D | -7.4% | +0.1% | -7.5% | -7.7% |
| 30D | +3.0% | -0.7% | +3.7% | +3.3% |
| 3M | -27.6% | +2.8% | -30.4% | -33.9% |
| 6M | -49.5% | +24.4% | -73.9% | -66.0% |
| YTD | -63.2% | +24.2% | -87.4% | -75.2% |
| 1Y | -69.7% | +24.5% | -94.2% | -79.9% |
| 3Y | -83.3% | +155.6% | -238.9% | -96.9% |
| 5Y | -80.8% | +148.2% | -229.0% | -95.8% |
| All | -80.8% | +145.0% | -225.8% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling