+226.0%
TTD vs SPOT
+260.8%
-34.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -2.2% |
| 7D | +20.8% | -2.6% | +23.4% | +22.7% |
| 30D | +27.1% | +13.5% | +13.6% | +17.2% |
| 3M | +14.7% | +22.2% | -7.6% | +0.7% |
| 6M | -26.8% | +38.3% | -65.1% | -41.2% |
| YTD | -59.2% | +3.1% | -62.3% | -61.9% |
| 1Y | -64.7% | -7.6% | -57.1% | -64.8% |
| 3Y | -75.8% | +250.0% | -325.9% | -91.4% |
| 5Y | -84.6% | +113.3% | -197.9% | -92.9% |
| All | +226.0% | +260.8% | -34.8% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling