+1,425.2%
AMAT vs TTD
+538.9%
+886.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.6% | +2.4% | +5.2% |
| 7D | +7.0% | +20.8% | -13.8% | +2.5% |
| 30D | -20.6% | +33.8% | -54.4% | -25.9% |
| 3M | -24.8% | +17.8% | -42.6% | -28.3% |
| 6M | -10.7% | -25.7% | +15.0% | -7.5% |
| YTD | +54.3% | -57.9% | +112.2% | +80.9% |
| 1Y | +73.7% | -63.8% | +137.6% | +111.6% |
| 3Y | +168.4% | -75.0% | +243.5% | +229.0% |
| 5Y | +167.6% | -82.5% | +250.1% | +227.6% |
| 10Y | +1,425.2% | +527.9% | +897.3% | +847.0% |
| All | +1,425.2% | +538.9% | +886.2% | +847.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling