+79.3%
ADI vs TTD
-72.7%
+152.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -3.0% |
| 7D | -5.1% | +3.7% | -8.8% | -4.9% |
| 30D | -3.1% | +10.4% | -13.5% | -2.3% |
| 3M | +7.1% | -31.6% | +38.7% | +5.4% |
| 6M | +2.9% | -45.1% | +48.0% | +1.6% |
| YTD | +51.1% | -65.1% | +116.3% | +64.4% |
| 1Y | +79.3% | -72.0% | +151.3% | +121.7% |
| All | +79.3% | -72.7% | +152.0% | +121.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling