-68.3%
TTD vs SPXS
-36.2%
-32.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.1% | +1.9% |
| 7D | -0.6% | +2.5% | -3.1% | +0.2% |
| 30D | +6.3% | +4.2% | +2.1% | +7.8% |
| 3M | -24.1% | -9.3% | -14.8% | -25.6% |
| 6M | -47.4% | -30.7% | -16.7% | -51.9% |
| YTD | -62.2% | -28.1% | -34.2% | -64.6% |
| 1Y | -68.3% | -35.1% | -33.2% | -70.3% |
| All | -68.3% | -36.2% | -32.1% | -70.3% |
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