+132.8%
AMAT vs TTD
-83.9%
+216.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.2% | -10.4% | -13.2% |
| 7D | -24.3% | -1.9% | -22.4% | -24.1% |
| 30D | -39.8% | +7.5% | -47.3% | -40.3% |
| 3M | -40.2% | -32.4% | -7.7% | -37.5% |
| 6M | -22.1% | -47.9% | +25.8% | -15.5% |
| YTD | +24.7% | -66.3% | +90.9% | +47.1% |
| 1Y | +33.3% | -73.1% | +106.4% | +65.5% |
| All | +132.8% | -83.9% | +216.7% | +180.7% |
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