+204.0%
TTD vs SPOT
+227.0%
-22.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -2.5% |
| 7D | +6.3% | -0.9% | +7.3% | +7.0% |
| 30D | -23.9% | +12.5% | -36.4% | -29.7% |
| 3M | -31.4% | +9.9% | -41.3% | -35.9% |
| 6M | -42.7% | +1.6% | -44.2% | -44.7% |
| YTD | -62.0% | -6.6% | -55.4% | -62.0% |
| 1Y | -72.2% | -22.9% | -49.3% | -68.9% |
| 3Y | -81.9% | +244.3% | -326.2% | -93.5% |
| 5Y | -81.5% | +117.8% | -199.4% | -91.7% |
| All | +204.0% | +227.0% | -22.9% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling