-75.6%
TTD vs SPXS
-80.6%
+4.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -2.7% |
| 7D | +20.8% | -9.5% | +30.2% | +15.8% |
| 30D | +27.1% | +7.4% | +19.7% | +33.2% |
| 3M | +14.7% | +6.1% | +8.6% | +20.0% |
| 6M | -26.8% | -7.3% | -19.5% | -27.6% |
| YTD | -59.2% | -26.7% | -32.5% | -63.5% |
| 1Y | -64.7% | -26.2% | -38.5% | -68.1% |
| All | -75.6% | -80.6% | +4.9% | -89.2% |
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 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