+319.1%
DELL vs TTD
-73.2%
+392.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.2% |
| 7D | +14.9% | +6.3% | +8.5% | +14.0% |
| 30D | +13.3% | -23.9% | +37.2% | +17.1% |
| 3M | +24.4% | -31.4% | +55.8% | +31.7% |
| 6M | +258.0% | -42.7% | +300.7% | +289.0% |
| YTD | +320.2% | -62.0% | +382.2% | +399.4% |
| 1Y | +319.1% | -72.2% | +391.3% | +418.0% |
| All | +319.1% | -73.2% | +392.3% | +418.0% |
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 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