+35.1%
AAPL vs TTD
-73.2%
+108.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -3.0% | -4.6% | +1.6% | -2.6% |
| 30D | +2.3% | +3.7% | -1.4% | +2.0% |
| 3M | +8.6% | -30.2% | +38.8% | +11.0% |
| 6M | +21.6% | -51.4% | +73.0% | +27.2% |
| YTD | +16.3% | -63.4% | +79.7% | +27.3% |
| 1Y | +35.1% | -73.5% | +108.6% | +58.8% |
| All | +35.1% | -73.2% | +108.3% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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