-35.7%
BABA vs TTD
-82.3%
+46.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.9% |
| 7D | -3.6% | +20.8% | -24.4% | -7.9% |
| 30D | -8.4% | +33.8% | -42.2% | -14.6% |
| 3M | -20.6% | +17.8% | -38.4% | -24.3% |
| 6M | -25.4% | -25.7% | +0.4% | -22.2% |
| YTD | -30.1% | -57.9% | +27.8% | -17.6% |
| 1Y | -36.3% | -63.8% | +27.6% | -22.1% |
| 3Y | +30.4% | -75.0% | +105.4% | +51.0% |
| 5Y | -35.7% | -82.5% | +46.8% | -28.2% |
| All | -35.7% | -82.3% | +46.6% | -28.2% |
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