+267.2%
ALAB vs TTD
-80.8%
+348.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.6% |
| 7D | +26.9% | +20.8% | +6.2% | +21.9% |
| 30D | -30.0% | +27.1% | -57.1% | -33.5% |
| 3M | -28.5% | +14.7% | -43.2% | -31.2% |
| 6M | +11.4% | -26.8% | +38.3% | +15.7% |
| YTD | +36.9% | -59.2% | +96.2% | +68.2% |
| 1Y | +44.4% | -64.7% | +109.0% | +85.4% |
| All | +267.2% | -80.8% | +348.0% | +302.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling