-63.4%
TTD vs SPOT
-5.9%
-57.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.5% |
| 7D | +21.3% | +1.6% | +19.7% | +20.6% |
| 30D | +28.7% | +16.9% | +11.8% | +21.3% |
| 3M | +7.7% | +23.0% | -15.3% | -0.4% |
| 6M | -23.5% | +42.2% | -65.6% | -33.2% |
| YTD | -58.7% | +5.5% | -64.2% | -58.5% |
| 1Y | -63.4% | -5.1% | -58.4% | -61.6% |
| All | -63.4% | -5.9% | -57.5% | -61.6% |
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 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