-75.3%
TTD vs SPYG
+91.6%
-166.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.3% |
| 7D | +21.3% | +2.3% | +18.9% | +18.7% |
| 30D | +28.7% | -6.5% | +35.2% | +37.7% |
| 3M | +7.7% | -6.8% | +14.5% | +15.4% |
| 6M | -23.5% | -3.1% | -20.3% | -21.9% |
| YTD | -58.7% | +8.0% | -66.7% | -63.0% |
| 1Y | -63.4% | +10.2% | -73.7% | -68.1% |
| 3Y | -75.3% | +91.0% | -166.3% | -90.4% |
| All | -75.3% | +91.6% | -166.9% | -90.4% |
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