-35.3%
BABA vs TTD
-72.7%
+37.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.8% |
| 7D | +4.3% | +3.7% | +0.6% | +4.1% |
| 30D | -5.0% | +10.4% | -15.4% | -5.4% |
| 3M | -18.4% | -31.6% | +13.2% | -16.5% |
| 6M | -20.3% | -45.1% | +24.8% | -17.6% |
| YTD | -27.5% | -65.1% | +37.6% | -21.3% |
| 1Y | -35.3% | -72.0% | +36.7% | -29.8% |
| All | -35.3% | -72.7% | +37.3% | -29.8% |
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