-63.4%
TTD vs SPXS
-26.2%
-37.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.8% |
| 7D | +21.3% | -7.5% | +28.8% | +18.7% |
| 30D | +28.7% | +5.3% | +23.4% | +31.2% |
| 3M | +7.7% | +9.7% | -2.0% | +11.2% |
| 6M | -23.5% | -4.6% | -18.9% | -22.9% |
| YTD | -58.7% | -25.8% | -32.9% | -60.2% |
| 1Y | -63.4% | -28.8% | -34.6% | -65.2% |
| All | -63.4% | -26.2% | -37.2% | -65.2% |
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