+147.1%
AMAT vs TTD
-83.3%
+230.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +15.5% | -4.1% | +7.8% |
| 7D | -1.1% | +19.0% | -20.0% | -4.8% |
| 30D | -26.9% | +23.6% | -50.5% | -30.4% |
| 3M | -31.2% | +8.2% | -39.4% | -33.1% |
| 6M | -14.7% | -35.3% | +20.6% | -8.5% |
| YTD | +44.7% | -60.7% | +105.4% | +74.7% |
| 1Y | +62.0% | -65.3% | +127.2% | +102.4% |
| 3Y | +165.0% | -80.6% | +245.5% | +244.8% |
| 5Y | +147.1% | -84.6% | +231.7% | +211.9% |
| All | +147.1% | -83.3% | +230.4% | +211.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling