-10.8%
ALAB vs TTD
-47.9%
+37.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.3% | +6.5% |
| 7D | -26.3% | +5.2% | -31.5% | -25.0% |
| 30D | -50.1% | +6.9% | -57.1% | -48.7% |
| 3M | -42.5% | -26.8% | -15.6% | -47.8% |
| 6M | -10.8% | -46.1% | +35.3% | -32.3% |
| All | -10.8% | -47.9% | +37.1% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling