-17.5%
BABA vs TTD
-46.6%
+29.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.6% |
| 7D | +8.6% | -1.9% | +10.5% | +8.5% |
| 30D | -1.1% | +7.5% | -8.6% | -1.0% |
| 3M | -15.9% | -32.4% | +16.5% | -15.2% |
| 6M | -17.5% | -47.9% | +30.4% | -21.6% |
| All | -17.5% | -46.6% | +29.1% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling