+15.8%
BABA vs TTD
+574.0%
-558.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +15.5% | -19.2% | -6.7% |
| 7D | +3.8% | +19.0% | -15.1% | +0.1% |
| 30D | -5.4% | +23.6% | -29.0% | -9.6% |
| 3M | -17.9% | +8.2% | -26.1% | -20.0% |
| 6M | -24.1% | -35.3% | +11.2% | -19.3% |
| YTD | -27.4% | -60.7% | +33.2% | -15.8% |
| 1Y | -36.1% | -65.3% | +29.2% | -24.0% |
| 3Y | +35.4% | -80.6% | +115.9% | +65.3% |
| 5Y | -30.1% | -84.6% | +54.5% | -17.4% |
| 10Y | +15.8% | +550.5% | -534.7% | -14.5% |
| All | +15.8% | +574.0% | -558.2% | -14.5% |
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