+508.5%
TTD vs SPXU
-99.5%
+608.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +2.1% |
| 7D | +21.3% | -7.6% | +28.8% | +16.7% |
| 30D | +28.7% | +5.3% | +23.4% | +34.8% |
| 3M | +7.7% | +9.6% | -1.9% | +15.9% |
| 6M | -23.5% | -4.5% | -18.9% | -23.3% |
| YTD | -58.7% | -25.9% | -32.8% | -63.7% |
| 1Y | -63.4% | -28.9% | -34.6% | -68.5% |
| 3Y | -75.3% | -80.5% | +5.2% | -88.2% |
| 5Y | -84.4% | -83.4% | -1.0% | -90.1% |
| All | +508.5% | -99.5% | +608.0% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling