+558.1%
TTD vs SPY
+304.1%
+254.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.9% |
| 7D | +19.9% | -0.6% | +20.5% | +21.4% |
| 30D | +27.6% | -3.7% | +31.3% | +36.6% |
| 3M | +15.2% | -2.7% | +17.9% | +21.1% |
| 6M | -33.2% | +2.2% | -35.4% | -36.1% |
| YTD | -59.4% | +10.8% | -70.2% | -66.5% |
| 1Y | -64.4% | +11.2% | -75.6% | -70.9% |
| 3Y | -75.9% | +76.5% | -152.4% | -91.4% |
| 5Y | -82.6% | +72.9% | -155.5% | -92.8% |
| 10Y | +558.1% | +304.8% | +253.3% | -16.9% |
| All | +558.1% | +304.1% | +254.0% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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