-72.0%
TTD vs SPXU
-30.4%
-41.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.9% | +7.8% | +1.5% |
| 7D | +3.7% | +2.2% | +1.5% | +4.5% |
| 30D | +10.4% | +3.8% | +6.7% | +11.8% |
| 3M | -31.6% | +3.3% | -34.9% | -30.6% |
| 6M | -45.1% | -16.7% | -28.4% | -47.1% |
| YTD | -65.1% | -28.6% | -36.5% | -67.1% |
| 1Y | -72.0% | -30.6% | -41.4% | -73.7% |
| All | -72.0% | -30.4% | -41.6% | -73.7% |
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