-82.5%
TTD vs SPXU
-84.0%
+1.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.5% | +1.1% |
| 7D | +20.8% | +1.5% | +19.2% | +23.4% |
| 30D | +33.8% | +6.4% | +27.5% | +41.6% |
| 3M | +17.8% | +4.2% | +13.6% | +23.8% |
| 6M | -25.7% | -7.8% | -18.0% | -27.4% |
| YTD | -57.9% | -27.5% | -30.4% | -64.3% |
| 1Y | -63.8% | -27.1% | -36.7% | -69.0% |
| 3Y | -75.0% | -80.8% | +5.8% | -90.2% |
| 5Y | -82.5% | -84.1% | +1.6% | -89.9% |
| All | -82.5% | -84.0% | +1.4% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling