+48.9%
ADI vs TTD
-73.2%
+122.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +2.6% | -4.6% | +7.2% | +2.4% |
| 30D | -4.6% | +3.7% | -8.3% | -4.5% |
| 3M | -9.5% | -30.2% | +20.7% | -10.0% |
| 6M | +14.8% | -51.4% | +66.3% | +15.7% |
| YTD | +35.8% | -63.4% | +99.3% | +45.1% |
| 1Y | +48.9% | -73.5% | +122.5% | +67.5% |
| All | +48.9% | -73.2% | +122.1% | +67.5% |
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