-85.4%
TTD vs SPOT
+110.1%
-195.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +2.0% |
| 7D | +5.2% | +1.6% | +3.6% | +4.2% |
| 30D | +6.9% | +17.6% | -10.6% | -3.2% |
| 3M | -26.8% | +26.9% | -53.8% | -37.4% |
| 6M | -46.1% | +41.8% | -87.9% | -57.2% |
| YTD | -65.9% | +3.8% | -69.8% | -68.1% |
| 1Y | -71.8% | -2.5% | -69.4% | -72.7% |
| 3Y | -83.3% | +260.6% | -343.9% | -94.7% |
| All | -85.4% | +110.1% | -195.5% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling