+17.1%
ALAB vs TTD
-72.9%
+90.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.3% | +6.3% |
| 7D | -26.3% | +5.2% | -31.5% | -26.0% |
| 30D | -50.1% | +6.9% | -57.1% | -49.7% |
| 3M | -42.5% | -26.8% | -15.6% | -43.1% |
| 6M | -10.8% | -46.1% | +35.3% | -9.9% |
| YTD | +14.6% | -65.9% | +80.6% | +9.8% |
| 1Y | +17.1% | -71.8% | +89.0% | +11.1% |
| All | +17.1% | -72.9% | +90.0% | +11.1% |
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