+197.6%
ABT vs TTD
+385.9%
-188.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -5.0% | -7.4% | +2.4% | -4.4% |
| 30D | -5.8% | +3.0% | -8.8% | -6.1% |
| 3M | +16.7% | -27.6% | +44.3% | +19.2% |
| 6M | -5.2% | -49.5% | +44.2% | -0.8% |
| YTD | -16.0% | -63.2% | +47.2% | -10.0% |
| 1Y | -18.3% | -69.7% | +51.5% | -11.2% |
| 3Y | +9.2% | -83.3% | +92.6% | +19.2% |
| 5Y | -11.6% | -80.8% | +69.2% | -9.8% |
| All | +197.6% | +385.9% | -188.3% | +124.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling