-84.0%
TTD vs SPYG
+98.4%
-182.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -4.6% | +0.3% | -4.9% | -4.9% |
| 30D | +3.7% | -1.7% | +5.3% | +5.7% |
| 3M | -30.2% | +3.6% | -33.9% | -33.4% |
| 6M | -51.4% | +16.6% | -68.0% | -59.9% |
| YTD | -63.4% | +13.4% | -76.8% | -68.8% |
| 1Y | -73.5% | +19.6% | -93.1% | -79.0% |
| All | -84.0% | +98.4% | -182.4% | -93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling