+11.7%
BABA vs TTD
+505.0%
-493.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.2% | -3.9% | -6.4% |
| 7D | -12.7% | +20.8% | -33.5% | -16.1% |
| 30D | -14.9% | +27.1% | -42.0% | -19.2% |
| 3M | -24.6% | +14.7% | -39.3% | -27.3% |
| 6M | -29.3% | -26.8% | -2.5% | -26.7% |
| YTD | -35.0% | -59.2% | +24.2% | -25.1% |
| 1Y | -39.7% | -64.7% | +25.0% | -28.5% |
| 3Y | +21.2% | -75.8% | +97.0% | +41.9% |
| 5Y | -39.9% | -84.6% | +44.7% | -28.9% |
| All | +11.7% | +505.0% | -493.3% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling