+430.9%
TTD vs SPYM
+317.6%
+113.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +1.4% |
| 7D | +20.8% | -0.9% | +21.7% | +23.0% |
| 30D | +33.8% | -2.4% | +36.2% | +39.8% |
| 3M | +17.8% | -1.1% | +19.0% | +20.5% |
| 6M | -25.7% | +3.3% | -29.1% | -30.2% |
| YTD | -57.9% | +12.4% | -70.3% | -66.0% |
| 1Y | -63.8% | +12.5% | -76.4% | -71.0% |
| 3Y | -75.0% | +79.1% | -154.2% | -91.2% |
| 5Y | -82.5% | +75.7% | -158.2% | -92.9% |
| 10Y | +527.9% | +313.9% | +214.0% | -28.2% |
| All | +430.9% | +317.6% | +113.3% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling