+379.4%
TTD vs SPYG
+417.1%
-37.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.2% |
| 7D | +6.3% | +0.4% | +6.0% | +5.8% |
| 30D | -23.9% | -0.4% | -23.4% | -23.5% |
| 3M | -31.4% | +0.5% | -31.9% | -33.1% |
| 6M | -42.7% | +17.5% | -60.1% | -57.5% |
| YTD | -62.0% | +14.3% | -76.3% | -70.5% |
| 1Y | -72.2% | +21.7% | -93.9% | -80.8% |
| 3Y | -81.9% | +98.6% | -180.6% | -94.8% |
| 5Y | -81.5% | +85.1% | -166.6% | -93.2% |
| All | +379.4% | +417.1% | -37.7% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling