+643.8%
AMZN vs TTD
+505.0%
+138.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.1% |
| 7D | +2.8% | +20.8% | -18.0% | -1.4% |
| 30D | +3.4% | +27.1% | -23.7% | -2.1% |
| 3M | +0.1% | +14.7% | -14.6% | -3.5% |
| 6M | +0.6% | -26.8% | +27.4% | +5.1% |
| YTD | +15.9% | -59.2% | +75.1% | +35.3% |
| 1Y | +9.5% | -64.7% | +74.2% | +31.8% |
| 3Y | +86.3% | -75.8% | +162.1% | +123.7% |
| 5Y | +51.7% | -84.6% | +136.3% | +85.4% |
| All | +643.8% | +505.0% | +138.8% | +417.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling