+586.4%
ADI vs TTD
+385.9%
+200.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.2% |
| 7D | +1.3% | -7.4% | +8.8% | +2.7% |
| 30D | -6.0% | +3.0% | -9.0% | -6.7% |
| 3M | -7.7% | -27.6% | +19.9% | -3.6% |
| 6M | +14.0% | -49.5% | +63.5% | +26.1% |
| YTD | +34.4% | -63.2% | +97.6% | +56.8% |
| 1Y | +48.0% | -69.7% | +117.7% | +78.9% |
| 3Y | +113.3% | -83.3% | +196.7% | +167.8% |
| 5Y | +131.1% | -80.8% | +211.9% | +160.3% |
| All | +586.4% | +385.9% | +200.5% | +398.7% |
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 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