-13.6%
BKNG vs TTD
-72.7%
+59.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.9% | +7.0% | +9.1% |
| 7D | +15.6% | +3.7% | +11.9% | +14.5% |
| 30D | +8.0% | +10.4% | -2.5% | +5.3% |
| 3M | -11.8% | -31.6% | +19.8% | -4.1% |
| 6M | +3.8% | -45.1% | +48.9% | +19.6% |
| YTD | -19.6% | -65.1% | +45.5% | +3.1% |
| 1Y | -13.6% | -72.0% | +58.4% | +22.6% |
| All | -13.6% | -72.7% | +59.1% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling