-60.4%
ADBE vs TTD
-75.0%
+14.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -0.9% |
| 7D | -3.8% | +19.9% | -23.7% | -7.4% |
| 30D | -2.3% | +27.6% | -29.9% | -7.1% |
| 3M | -13.3% | +15.2% | -28.4% | -15.8% |
| 6M | -6.5% | -33.2% | +26.7% | -0.9% |
| YTD | -32.4% | -59.4% | +27.0% | -23.6% |
| 1Y | -28.0% | -64.4% | +36.3% | -17.3% |
| 3Y | -60.4% | -75.9% | +15.5% | -54.2% |
| All | -60.4% | -75.0% | +14.6% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling