-72.2%
TTD vs SPXU
-40.4%
-31.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.0% |
| 7D | +6.3% | -0.1% | +6.5% | +6.4% |
| 30D | -23.9% | +0.8% | -24.7% | -23.6% |
| 3M | -31.4% | -4.7% | -26.7% | -31.5% |
| 6M | -42.7% | -29.6% | -13.1% | -47.0% |
| YTD | -62.0% | -29.9% | -32.1% | -64.6% |
| 1Y | -72.2% | -39.1% | -33.1% | -73.3% |
| All | -72.2% | -40.4% | -31.8% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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