+3,623.7%
ANET vs TTD
+387.7%
+3,236.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.5% | +1.2% |
| 7D | +3.0% | +1.7% | +1.3% | +2.6% |
| 30D | +3.3% | +1.6% | +1.7% | +2.7% |
| 3M | +24.7% | -27.8% | +52.5% | +30.9% |
| 6M | +46.7% | -52.1% | +98.8% | +66.0% |
| YTD | +48.8% | -63.1% | +111.9% | +76.5% |
| 1Y | +39.2% | -73.1% | +112.3% | +74.8% |
| 3Y | +296.9% | -83.3% | +380.2% | +414.3% |
| 5Y | +767.5% | -80.6% | +848.2% | +911.5% |
| All | +3,623.7% | +387.7% | +3,236.1% | +2,747.0% |
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