+134.0%
ADBE vs TTD
+398.8%
-264.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +0.8% |
| 7D | -5.4% | -0.6% | -4.7% | -5.2% |
| 30D | -2.5% | +6.3% | -8.8% | -3.8% |
| 3M | +15.3% | -24.1% | +39.4% | +21.5% |
| 6M | -7.8% | -47.4% | +39.6% | +4.9% |
| YTD | -27.9% | -62.2% | +34.3% | -12.3% |
| 1Y | -28.0% | -68.3% | +40.3% | -9.3% |
| 3Y | -55.3% | -83.4% | +28.1% | -41.0% |
| 5Y | -61.7% | -80.3% | +18.6% | -55.4% |
| All | +134.0% | +398.8% | -264.8% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling