+79.9%
AAPL vs TTD
-83.4%
+163.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -0.9% |
| 7D | -2.7% | +1.7% | -4.5% | -2.9% |
| 30D | +1.0% | +1.6% | -0.6% | +0.8% |
| 3M | +5.0% | -27.8% | +32.8% | +8.1% |
| 6M | +23.0% | -52.1% | +75.2% | +32.0% |
| YTD | +16.6% | -63.1% | +79.7% | +28.7% |
| 1Y | +33.4% | -73.1% | +106.5% | +52.9% |
| 3Y | +79.9% | -83.3% | +163.2% | +96.3% |
| All | +79.9% | -83.4% | +163.2% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling