+27.4%
AMAT vs TTD
-42.4%
+69.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.4% | +8.7% | +3.3% |
| 7D | -1.5% | +6.3% | -7.8% | -0.1% |
| 30D | -14.8% | -23.9% | +9.1% | -19.1% |
| 3M | -9.3% | -31.4% | +22.1% | -13.6% |
| 6M | +27.4% | -42.7% | +70.1% | +19.5% |
| All | +27.4% | -42.4% | +69.8% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling