+361.1%
TTD vs SPYM
+318.0%
+43.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.2% |
| 7D | -4.6% | -0.4% | -4.2% | -3.9% |
| 30D | +3.7% | -1.4% | +5.0% | +6.4% |
| 3M | -30.2% | +3.7% | -33.9% | -34.8% |
| 6M | -51.4% | +13.0% | -64.4% | -61.2% |
| YTD | -63.4% | +12.5% | -75.9% | -70.6% |
| 1Y | -73.5% | +18.6% | -92.1% | -80.7% |
| 3Y | -83.5% | +78.0% | -161.5% | -94.1% |
| 5Y | -80.9% | +82.3% | -163.2% | -92.7% |
| All | +361.1% | +318.0% | +43.2% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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