+364.1%
TTD vs SPYG
+408.3%
-44.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +2.0% |
| 7D | -7.4% | -1.8% | -5.6% | -4.6% |
| 30D | +3.0% | -1.9% | +4.9% | +6.4% |
| 3M | -27.6% | +5.2% | -32.7% | -34.4% |
| 6M | -49.5% | +15.6% | -65.0% | -61.5% |
| YTD | -63.2% | +12.4% | -75.6% | -70.7% |
| 1Y | -69.7% | +17.5% | -87.2% | -77.8% |
| 3Y | -83.3% | +98.1% | -181.4% | -95.2% |
| 5Y | -80.8% | +84.9% | -165.7% | -92.9% |
| All | +364.1% | +408.3% | -44.2% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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