-54.1%
ADBE vs TTD
-83.4%
+29.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.6% | -3.0% |
| 7D | -10.1% | +1.7% | -11.8% | -10.3% |
| 30D | -3.0% | +1.6% | -4.6% | -3.3% |
| 3M | +5.0% | -27.8% | +32.9% | +10.4% |
| 6M | -9.3% | -52.1% | +42.8% | +1.3% |
| YTD | -26.5% | -63.1% | +36.6% | -15.4% |
| 1Y | -28.3% | -73.1% | +44.8% | -14.1% |
| 3Y | -54.1% | -83.3% | +29.2% | -43.2% |
| All | -54.1% | -83.4% | +29.3% | -43.2% |
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