-80.9%
TTD vs SPYG
+83.9%
-164.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.4% |
| 7D | -4.6% | +0.3% | -4.9% | -5.0% |
| 30D | +3.7% | -1.7% | +5.3% | +6.6% |
| 3M | -30.2% | +3.6% | -33.9% | -35.1% |
| 6M | -51.4% | +16.6% | -68.0% | -63.4% |
| YTD | -63.4% | +13.4% | -76.8% | -71.1% |
| 1Y | -73.5% | +19.6% | -93.1% | -81.2% |
| 3Y | -83.5% | +99.8% | -183.2% | -95.7% |
| 5Y | -80.9% | +85.0% | -165.9% | -93.2% |
| All | -80.9% | +83.9% | -164.8% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling