+261.9%
AMD vs TTD
-83.9%
+345.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.2% | -14.1% | -16.6% |
| 7D | -28.6% | -1.9% | -26.7% | -28.2% |
| 30D | -37.7% | +7.5% | -45.2% | -38.6% |
| 3M | -16.1% | -32.4% | +16.3% | -10.3% |
| 6M | +13.8% | -47.9% | +61.8% | +27.8% |
| YTD | +88.8% | -66.3% | +155.1% | +134.5% |
| 1Y | +57.8% | -73.1% | +130.9% | +108.1% |
| All | +261.9% | -83.9% | +345.7% | +381.5% |
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 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