+5.9%
AMZN vs TTD
-73.2%
+79.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -1.0% | -4.6% | +3.6% | -0.5% |
| 30D | -9.2% | +3.7% | -12.9% | -9.7% |
| 3M | +3.4% | -30.2% | +33.6% | +7.3% |
| 6M | +18.2% | -51.4% | +69.6% | +28.7% |
| YTD | +9.3% | -63.4% | +72.8% | +26.6% |
| 1Y | +5.9% | -73.5% | +79.5% | +32.3% |
| All | +5.9% | -73.2% | +79.1% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling