-94.4%
TTDU vs SPY
+18.0%
-112.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.4% | -8.6% | -8.4% |
| 7D | +10.8% | +0.1% | +10.7% | +10.8% |
| 30D | -49.1% | +0.1% | -49.1% | -49.2% |
| 3M | -61.8% | +2.0% | -63.8% | -62.7% |
| 6M | -77.6% | +13.0% | -90.6% | -81.8% |
| YTD | -91.0% | +13.5% | -104.6% | -92.7% |
| All | -94.4% | +18.0% | -112.3% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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