+203.0%
AMAT vs TTD
-81.8%
+284.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.4% | +8.7% | +4.9% |
| 7D | -1.5% | +6.3% | -7.8% | -2.4% |
| 30D | -14.8% | -23.9% | +9.1% | -12.0% |
| 3M | -9.3% | -31.4% | +22.1% | -5.0% |
| 6M | +27.4% | -42.7% | +70.1% | +35.7% |
| YTD | +77.6% | -62.0% | +139.6% | +107.2% |
| 1Y | +188.9% | -72.2% | +261.2% | +260.7% |
| All | +203.0% | -81.8% | +284.8% | +267.8% |
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 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