+365.8%
TTD vs SPMO
+530.0%
-164.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.5% |
| 7D | +1.7% | +3.4% | -1.6% | -2.6% |
| 30D | +1.6% | +0.5% | +1.1% | +0.4% |
| 3M | -27.8% | +1.9% | -29.8% | -33.6% |
| 6M | -52.1% | +27.8% | -79.9% | -69.2% |
| YTD | -63.1% | +26.7% | -89.7% | -76.0% |
| 1Y | -73.1% | +28.9% | -101.9% | -83.1% |
| 3Y | -83.3% | +160.7% | -244.0% | -96.5% |
| 5Y | -80.6% | +150.2% | -230.8% | -95.4% |
| All | +365.8% | +530.0% | -164.2% | -64.5% |
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 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