+199.0%
AMD vs TTD
-84.7%
+283.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.1% | +10.8% |
| 7D | -11.0% | +5.2% | -16.3% | -12.3% |
| 30D | -30.5% | +6.9% | -37.4% | -31.9% |
| 3M | -8.2% | -26.8% | +18.6% | -0.9% |
| 6M | +6.6% | -46.1% | +52.7% | +24.6% |
| YTD | +109.7% | -65.9% | +175.6% | +181.2% |
| 1Y | +88.9% | -71.8% | +160.7% | +170.4% |
| 3Y | +301.8% | -83.3% | +385.1% | +488.8% |
| All | +199.0% | -84.7% | +283.7% | +330.1% |
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