-61.5%
ADBE vs TTD
-80.8%
+19.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -8.9% | -4.6% | -4.3% | -7.8% |
| 30D | -6.6% | +3.7% | -10.3% | -7.4% |
| 3M | +7.1% | -30.2% | +37.4% | +15.4% |
| 6M | -9.8% | -51.4% | +41.6% | +5.0% |
| YTD | -27.2% | -63.4% | +36.3% | -10.3% |
| 1Y | -28.0% | -73.5% | +45.5% | -5.2% |
| 3Y | -54.5% | -83.5% | +28.9% | -40.3% |
| 5Y | -61.5% | -80.9% | +19.5% | -54.4% |
| All | -61.5% | -80.8% | +19.3% | -54.4% |
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