+61.4%
AMAT vs TTD
-72.7%
+134.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -2.8% |
| 7D | -11.2% | +3.7% | -14.9% | -10.7% |
| 30D | -31.9% | +10.4% | -42.3% | -30.6% |
| 3M | -32.3% | -31.6% | -0.8% | -34.5% |
| 6M | -5.4% | -45.1% | +39.7% | -7.2% |
| YTD | +44.3% | -65.1% | +109.4% | +61.1% |
| 1Y | +61.4% | -72.0% | +133.4% | +101.8% |
| All | +61.4% | -72.7% | +134.0% | +101.8% |
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