-83.2%
TTD vs SPXS
-83.1%
0.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +4.0% |
| 7D | +19.9% | +0.4% | +19.5% | +21.6% |
| 30D | +27.6% | +10.8% | +16.8% | +38.5% |
| 3M | +15.2% | +9.6% | +5.5% | +24.8% |
| 6M | -33.2% | -4.7% | -28.5% | -33.4% |
| YTD | -59.4% | -24.6% | -34.8% | -64.6% |
| 1Y | -64.4% | -24.6% | -39.8% | -68.8% |
| 3Y | -75.9% | -79.8% | +3.8% | -90.2% |
| All | -83.2% | -83.1% | 0.0% | -90.0% |
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