+636.2%
ADI vs TTD
+545.2%
+91.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.9% |
| 7D | -6.3% | +19.9% | -26.2% | -9.4% |
| 30D | -3.2% | +27.6% | -30.8% | -7.6% |
| 3M | +2.8% | +15.2% | -12.4% | -0.5% |
| 6M | -5.0% | -33.2% | +28.2% | 0.0% |
| YTD | +46.3% | -59.4% | +105.7% | +67.4% |
| 1Y | +71.6% | -64.4% | +136.0% | +101.4% |
| 3Y | +139.2% | -75.9% | +215.1% | +181.1% |
| 5Y | +136.4% | -82.6% | +219.0% | +173.8% |
| 10Y | +636.2% | +558.1% | +78.1% | +409.8% |
| All | +636.2% | +545.2% | +91.0% | +409.8% |
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