+554.7%
AMZN vs TTD
+401.9%
+152.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.7% |
| 7D | -3.0% | +6.3% | -9.3% | -4.3% |
| 30D | -5.2% | -23.9% | +18.7% | -0.7% |
| 3M | +1.9% | -31.4% | +33.2% | +8.7% |
| 6M | +19.2% | -42.7% | +61.9% | +30.3% |
| YTD | +12.0% | -62.0% | +74.0% | +33.0% |
| 1Y | +9.7% | -72.2% | +81.9% | +38.7% |
| 3Y | +87.2% | -81.9% | +169.1% | +138.4% |
| 5Y | +48.7% | -81.5% | +130.2% | +75.3% |
| All | +554.7% | +401.9% | +152.8% | +388.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling