+364.1%
TTD vs SPXS
-99.5%
+463.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +1.7% |
| 7D | -7.4% | +6.4% | -13.8% | -4.0% |
| 30D | +3.0% | +6.0% | -3.0% | +7.0% |
| 3M | -27.6% | -11.6% | -15.9% | -32.1% |
| 6M | -49.5% | -28.7% | -20.8% | -57.7% |
| YTD | -63.2% | -26.3% | -36.9% | -68.3% |
| 1Y | -69.7% | -34.9% | -34.8% | -75.5% |
| 3Y | -83.3% | -79.5% | -3.9% | -91.8% |
| 5Y | -80.8% | -85.9% | +5.1% | -88.8% |
| All | +364.1% | -99.5% | +463.6% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling