+508.5%
TTD vs SPYM
+309.8%
+198.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +2.1% |
| 7D | +21.3% | +2.6% | +18.7% | +16.6% |
| 30D | +28.7% | -2.0% | +30.7% | +33.7% |
| 3M | +7.7% | -2.8% | +10.5% | +13.3% |
| 6M | -23.5% | +2.2% | -25.6% | -26.6% |
| YTD | -58.7% | +11.5% | -70.2% | -66.2% |
| 1Y | -63.4% | +13.5% | -76.9% | -71.1% |
| 3Y | -75.3% | +78.0% | -153.3% | -91.2% |
| 5Y | -84.4% | +73.1% | -157.5% | -93.5% |
| All | +508.5% | +309.8% | +198.7% | -14.4% |
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