-69.7%
TTD vs SPYM
+17.3%
-87.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +1.2% |
| 7D | -7.4% | -2.0% | -5.4% | -5.7% |
| 30D | +3.0% | -1.6% | +4.7% | +4.7% |
| 3M | -27.6% | +4.7% | -32.3% | -30.4% |
| 6M | -49.5% | +12.6% | -62.1% | -54.4% |
| YTD | -63.2% | +11.8% | -75.0% | -66.4% |
| 1Y | -69.7% | +17.5% | -87.3% | -72.5% |
| All | -69.7% | +17.3% | -87.0% | -72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling