+420.9%
TTD vs SPMO
+454.9%
-33.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +3.3% |
| 7D | +21.3% | +6.3% | +14.9% | +12.7% |
| 30D | +28.7% | -8.9% | +37.6% | +43.6% |
| 3M | +7.7% | -13.2% | +20.9% | +26.2% |
| 6M | -23.5% | -9.3% | -14.2% | -20.8% |
| YTD | -58.7% | +11.6% | -70.2% | -69.0% |
| 1Y | -63.4% | +13.4% | -76.8% | -73.3% |
| 3Y | -75.3% | +122.9% | -198.2% | -93.7% |
| 5Y | -84.4% | +113.9% | -198.3% | -95.5% |
| 10Y | +516.1% | +460.5% | +55.6% | -46.8% |
| All | +420.9% | +454.9% | -33.9% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling