-18.4%
ABT vs TTD
-73.2%
+54.8%
-38.6%
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% | -0.3% |
| 7D | -4.7% | -4.6% | -0.1% | -4.7% |
| 30D | -3.1% | +3.7% | -6.8% | -3.1% |
| 3M | +16.1% | -30.2% | +46.4% | +16.1% |
| 6M | -5.3% | -51.4% | +46.1% | -6.5% |
| YTD | -14.4% | -63.4% | +49.0% | -15.2% |
| 1Y | -18.4% | -73.5% | +55.1% | -18.5% |
| All | -18.4% | -73.2% | +54.8% | -18.5% |
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