+249.6%
ALAB vs TTD
-81.5%
+331.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +15.5% | -1.8% | +10.3% |
| 7D | -5.6% | +19.0% | -24.5% | -8.9% |
| 30D | -36.6% | +23.6% | -60.2% | -39.4% |
| 3M | -35.1% | +8.2% | -43.3% | -36.7% |
| 6M | +8.5% | -35.3% | +43.9% | +16.6% |
| YTD | +30.4% | -60.7% | +91.0% | +61.4% |
| 1Y | +31.0% | -65.3% | +96.3% | +68.6% |
| All | +249.6% | -81.5% | +331.1% | +285.7% |
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