-80.6%
TTD vs SPY
+81.8%
-162.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -1.8% |
| 7D | +1.7% | +0.5% | +1.2% | +0.8% |
| 30D | +1.6% | -0.9% | +2.5% | +3.7% |
| 3M | -27.8% | +3.9% | -31.7% | -33.4% |
| 6M | -52.1% | +14.5% | -66.6% | -63.9% |
| YTD | -63.1% | +12.9% | -76.0% | -71.4% |
| 1Y | -73.1% | +19.4% | -92.4% | -81.4% |
| 3Y | -83.3% | +78.5% | -161.7% | -95.4% |
| 5Y | -80.6% | +81.8% | -162.4% | -93.9% |
| All | -80.6% | +81.8% | -162.4% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling