+331.1%
AMD vs TTD
-81.8%
+412.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.1% | +5.6% |
| 7D | +2.6% | +6.3% | -3.8% | +1.1% |
| 30D | -0.9% | -23.9% | +23.0% | +4.0% |
| 3M | -8.7% | -31.4% | +22.7% | -2.3% |
| 6M | +136.3% | -42.7% | +179.0% | +159.2% |
| YTD | +123.0% | -62.0% | +185.0% | +173.7% |
| 1Y | +195.2% | -72.2% | +267.4% | +293.7% |
| All | +331.1% | -81.8% | +412.9% | +474.4% |
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