+147.3%
ADBE vs TTD
+401.9%
-254.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.4% | -2.4% | -5.8% |
| 7D | -8.6% | +6.3% | -14.9% | -9.9% |
| 30D | +2.8% | -23.9% | +26.7% | +8.2% |
| 3M | +3.1% | -31.4% | +34.5% | +11.2% |
| 6M | -2.4% | -42.7% | +40.2% | +8.7% |
| YTD | -23.9% | -62.0% | +38.1% | -7.5% |
| 1Y | -22.6% | -72.2% | +49.6% | +0.2% |
| 3Y | -52.7% | -81.9% | +29.3% | -38.8% |
| 5Y | -60.0% | -81.5% | +21.5% | -52.8% |
| All | +147.3% | +401.9% | -254.6% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling