-64.4%
TTD vs SPY
+11.9%
-76.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.6% |
| 7D | +19.9% | -0.6% | +20.5% | +20.3% |
| 30D | +27.6% | -3.7% | +31.3% | +31.5% |
| 3M | +15.2% | -2.7% | +17.9% | +17.8% |
| 6M | -33.2% | +2.2% | -35.4% | -34.1% |
| YTD | -59.4% | +10.8% | -70.2% | -62.3% |
| 1Y | -64.4% | +11.2% | -75.6% | -67.1% |
| All | -64.4% | +11.9% | -76.3% | -67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling