+85.9%
AMZN vs TTD
-83.4%
+169.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.1% |
| 7D | +0.8% | +1.7% | -0.9% | +0.5% |
| 30D | -6.4% | +1.6% | -8.0% | -6.8% |
| 3M | +4.8% | -27.8% | +32.6% | +9.6% |
| 6M | +20.5% | -52.1% | +72.6% | +34.5% |
| YTD | +11.3% | -63.1% | +74.4% | +29.7% |
| 1Y | +9.0% | -73.1% | +82.0% | +34.2% |
| 3Y | +85.9% | -83.3% | +169.2% | +128.5% |
| All | +85.9% | -83.4% | +169.3% | +128.5% |
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