+588.3%
ADI vs TTD
+401.9%
+186.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +2.4% |
| 7D | +0.4% | +6.3% | -5.9% | -0.8% |
| 30D | -3.8% | -23.9% | +20.1% | +0.1% |
| 3M | -15.3% | -31.4% | +16.1% | -10.5% |
| 6M | +6.7% | -42.7% | +49.4% | +14.7% |
| YTD | +34.8% | -62.0% | +96.8% | +56.4% |
| 1Y | +49.0% | -72.2% | +121.2% | +83.1% |
| 3Y | +108.1% | -81.9% | +190.0% | +157.2% |
| 5Y | +142.4% | -81.5% | +224.0% | +175.1% |
| All | +588.3% | +401.9% | +186.4% | +397.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling