+379.4%
TTD vs SPY
+319.9%
+59.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -3.7% |
| 7D | +6.3% | +0.1% | +6.2% | +6.2% |
| 30D | -23.9% | +0.1% | -23.9% | -24.0% |
| 3M | -31.4% | +2.0% | -33.4% | -34.0% |
| 6M | -42.7% | +13.0% | -55.7% | -54.5% |
| YTD | -62.0% | +13.5% | -75.5% | -70.0% |
| 1Y | -72.2% | +20.0% | -92.2% | -80.2% |
| 3Y | -81.9% | +77.2% | -159.1% | -93.6% |
| 5Y | -81.5% | +81.9% | -163.4% | -93.0% |
| All | +379.4% | +319.9% | +59.5% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling