+17.1%
BABA vs TTD
+435.2%
-418.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.1% |
| 7D | +11.6% | +5.2% | +6.4% | +10.5% |
| 30D | +2.3% | +6.9% | -4.7% | +0.7% |
| 3M | -13.7% | -26.8% | +13.1% | -9.5% |
| 6M | -21.9% | -46.1% | +24.2% | -13.7% |
| YTD | -24.6% | -65.9% | +41.3% | -9.8% |
| 1Y | -34.1% | -71.8% | +37.7% | -18.2% |
| 3Y | +36.3% | -83.3% | +119.6% | +72.0% |
| 5Y | -26.7% | -81.1% | +54.4% | -16.4% |
| All | +17.1% | +435.2% | -418.1% | -11.1% |
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