+257.6%
ALAB vs TTD
-80.6%
+338.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.9% |
| 7D | +16.3% | +21.3% | -5.0% | +11.6% |
| 30D | -26.1% | +28.7% | -54.9% | -30.0% |
| 3M | -31.3% | +7.7% | -39.0% | -32.9% |
| 6M | -1.0% | -23.5% | +22.5% | +1.5% |
| YTD | +33.3% | -58.7% | +92.0% | +63.3% |
| 1Y | +53.5% | -63.4% | +117.0% | +95.1% |
| All | +257.6% | -80.6% | +338.2% | +290.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling