-7.5%
ABT vs TTD
-80.7%
+73.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -0.2% |
| 7D | -3.7% | +6.3% | -10.0% | -4.0% |
| 30D | +2.5% | -23.9% | +26.4% | +3.8% |
| 3M | +20.2% | -31.4% | +51.6% | +22.4% |
| 6M | -2.9% | -42.7% | +39.7% | -0.5% |
| YTD | -11.9% | -62.0% | +50.1% | -7.6% |
| 1Y | -16.5% | -72.2% | +55.7% | -10.9% |
| 3Y | +12.1% | -81.9% | +94.1% | +17.5% |
| All | -7.5% | -80.7% | +73.3% | -10.4% |
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