+620.2%
ADI vs TTD
+513.2%
+107.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -3.0% |
| 7D | +9.5% | +21.3% | -11.8% | +5.6% |
| 30D | -1.4% | +28.7% | -30.1% | -6.0% |
| 3M | +4.7% | +7.7% | -3.0% | +2.7% |
| 6M | -7.4% | -23.5% | +16.0% | -4.9% |
| YTD | +48.1% | -58.7% | +106.7% | +68.9% |
| 1Y | +69.6% | -63.4% | +133.1% | +98.1% |
| 3Y | +144.4% | -75.3% | +219.7% | +185.8% |
| 5Y | +134.1% | -84.4% | +218.5% | +176.8% |
| All | +620.2% | +513.2% | +107.0% | +404.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling