-73.1%
TTD vs SPXS
-21.4%
-51.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +13.2% | -16.4% | +0.5% |
| 7D | -1.9% | +14.3% | -16.2% | +2.3% |
| 30D | +7.5% | +19.4% | -12.0% | +13.5% |
| 3M | -32.4% | +16.2% | -48.7% | -29.0% |
| 6M | -47.9% | -3.4% | -44.5% | -47.5% |
| YTD | -66.3% | -19.1% | -47.2% | -66.9% |
| 1Y | -73.1% | -20.5% | -52.7% | -73.7% |
| All | -73.1% | -21.4% | -51.8% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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