+143.3%
DELL vs TTD
-72.7%
+216.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.9% | -11.7% | -9.2% |
| 7D | -24.6% | +3.7% | -28.3% | -24.9% |
| 30D | -32.5% | +10.4% | -42.9% | -33.5% |
| 3M | -20.2% | -31.6% | +11.4% | -15.8% |
| 6M | +76.5% | -45.1% | +121.6% | +96.0% |
| YTD | +198.9% | -65.1% | +264.1% | +280.7% |
| 1Y | +143.3% | -72.0% | +215.3% | +249.9% |
| All | +143.3% | -72.7% | +216.0% | +249.9% |
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