+129.2%
ADBE vs TTD
+538.9%
-409.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | -0.5% |
| 7D | -4.4% | +20.8% | -25.2% | -8.8% |
| 30D | -0.2% | +33.8% | -34.1% | -7.1% |
| 3M | -9.9% | +17.8% | -27.7% | -13.6% |
| 6M | -3.5% | -25.7% | +22.3% | +1.8% |
| YTD | -32.1% | -57.9% | +25.8% | -19.5% |
| 1Y | -28.7% | -63.8% | +35.2% | -12.6% |
| 3Y | -60.2% | -75.0% | +14.8% | -52.0% |
| 5Y | -63.1% | -82.5% | +19.5% | -55.4% |
| 10Y | +129.2% | +527.9% | -398.7% | +50.8% |
| All | +129.2% | +538.9% | -409.8% | +50.8% |
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