-72.2%
TTD vs SPOT
-21.9%
-50.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -3.2% |
| 7D | +6.3% | -0.9% | +7.3% | +6.8% |
| 30D | -23.9% | +12.5% | -36.4% | -27.3% |
| 3M | -31.4% | +9.9% | -41.3% | -34.1% |
| 6M | -42.7% | +1.6% | -44.2% | -43.3% |
| YTD | -62.0% | -6.6% | -55.4% | -60.1% |
| 1Y | -72.2% | -22.9% | -49.3% | -68.3% |
| All | -72.2% | -21.9% | -50.3% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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