+34.5%
BABA vs TTD
-83.9%
+118.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.0% |
| 7D | +8.6% | -1.9% | +10.5% | +8.8% |
| 30D | -1.1% | +7.5% | -8.6% | -1.9% |
| 3M | -15.9% | -32.4% | +16.5% | -12.8% |
| 6M | -17.5% | -47.9% | +30.4% | -12.3% |
| YTD | -25.6% | -66.3% | +40.7% | -17.0% |
| 1Y | -33.8% | -73.1% | +39.3% | -24.2% |
| All | +34.5% | -83.9% | +118.4% | +49.4% |
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