+195.4%
TTD vs SPOT
+218.6%
-23.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.3% |
| 7D | +1.7% | -2.9% | +4.6% | +3.6% |
| 30D | +1.6% | +8.3% | -6.7% | -3.6% |
| 3M | -27.8% | +5.1% | -32.9% | -30.7% |
| 6M | -52.1% | -6.5% | -45.7% | -51.5% |
| YTD | -63.1% | -9.0% | -54.1% | -62.6% |
| 1Y | -73.1% | -26.4% | -46.7% | -69.0% |
| 3Y | -83.3% | +240.0% | -323.3% | -94.0% |
| 5Y | -80.6% | +111.7% | -192.3% | -91.1% |
| All | +195.4% | +218.6% | -23.2% | -5.6% |
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