+430.9%
TTD vs SPXU
-99.5%
+530.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.5% | +1.4% |
| 7D | +20.8% | +1.5% | +19.2% | +23.2% |
| 30D | +33.8% | +6.4% | +27.5% | +40.9% |
| 3M | +17.8% | +4.2% | +13.6% | +23.3% |
| 6M | -25.7% | -7.8% | -18.0% | -27.1% |
| YTD | -57.9% | -27.5% | -30.4% | -63.5% |
| 1Y | -63.8% | -27.1% | -36.7% | -68.4% |
| 3Y | -75.0% | -80.8% | +5.8% | -88.2% |
| 5Y | -82.5% | -84.1% | +1.6% | -89.2% |
| 10Y | +527.9% | -99.5% | +627.4% | +7.2% |
| All | +430.9% | -99.5% | +530.4% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling