+24.4%
ALAB vs TTD
-65.0%
+89.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.3% |
| 7D | -7.5% | +19.9% | -27.4% | -7.5% |
| 30D | -36.8% | +27.6% | -64.5% | -36.4% |
| 3M | -31.9% | +15.2% | -47.0% | -32.1% |
| 6M | +8.2% | -33.2% | +41.4% | +8.2% |
| YTD | +29.9% | -59.4% | +89.3% | +24.0% |
| 1Y | +24.4% | -64.4% | +88.8% | +16.1% |
| All | +24.4% | -65.0% | +89.4% | +16.1% |
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