-5.1%
ABT vs TTD
-82.3%
+77.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.3% |
| 7D | -5.4% | +20.8% | -26.2% | -6.4% |
| 30D | +8.0% | +33.8% | -25.8% | +6.1% |
| 3M | +0.2% | +17.8% | -17.6% | -0.9% |
| 6M | +34.1% | -25.7% | +59.9% | +35.7% |
| YTD | -10.6% | -57.9% | +47.3% | -6.9% |
| 1Y | -11.8% | -63.8% | +52.0% | -7.3% |
| 3Y | +23.9% | -75.0% | +98.9% | +25.9% |
| 5Y | -5.1% | -82.5% | +77.4% | -4.6% |
| All | -5.1% | -82.3% | +77.2% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling