-80.9%
TTD vs SPXS
-85.7%
+4.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.1% |
| 7D | -4.6% | +1.2% | -5.9% | -3.7% |
| 30D | +3.7% | +5.2% | -1.5% | +7.6% |
| 3M | -30.2% | -9.2% | -21.1% | -33.8% |
| 6M | -51.4% | -29.6% | -21.8% | -60.6% |
| YTD | -63.4% | -27.6% | -35.8% | -69.5% |
| 1Y | -73.5% | -36.7% | -36.8% | -79.6% |
| 3Y | -83.5% | -79.8% | -3.6% | -93.3% |
| 5Y | -80.9% | -85.9% | +4.9% | -89.9% |
| All | -80.9% | -85.7% | +4.8% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling