-84.0%
TTD vs SPXS
-79.5%
-4.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.3% |
| 7D | -4.6% | +1.2% | -5.9% | -3.9% |
| 30D | +3.7% | +5.2% | -1.5% | +6.6% |
| 3M | -30.2% | -9.2% | -21.1% | -32.8% |
| 6M | -51.4% | -29.6% | -21.8% | -58.3% |
| YTD | -63.4% | -27.6% | -35.8% | -67.9% |
| 1Y | -73.5% | -36.7% | -36.8% | -78.2% |
| All | -84.0% | -79.5% | -4.5% | -91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling