+36.3%
BABA vs TTD
-83.7%
+120.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.2% |
| 7D | +11.6% | +5.2% | +6.4% | +11.1% |
| 30D | +2.3% | +6.9% | -4.7% | +1.5% |
| 3M | -13.7% | -26.8% | +13.1% | -11.3% |
| 6M | -21.9% | -46.1% | +24.2% | -17.2% |
| YTD | -24.6% | -65.9% | +41.3% | -16.1% |
| 1Y | -34.1% | -71.8% | +37.7% | -24.9% |
| 3Y | +36.3% | -83.3% | +119.6% | +51.1% |
| All | +36.3% | -83.7% | +120.0% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling