-39.8%
BABA vs TTD
-84.3%
+44.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.3% |
| 7D | -13.8% | +21.3% | -35.0% | -17.7% |
| 30D | -15.1% | +28.7% | -43.8% | -20.2% |
| 3M | -22.7% | +7.7% | -30.4% | -24.7% |
| 6M | -34.7% | -23.5% | -11.2% | -32.4% |
| YTD | -35.0% | -58.7% | +23.7% | -23.0% |
| 1Y | -40.4% | -63.4% | +23.0% | -27.3% |
| 3Y | +21.9% | -75.3% | +97.2% | +41.4% |
| All | -39.8% | -84.3% | +44.5% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling