+2,662.4%
DELL vs TTD
+513.2%
+2,149.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.4% | -8.5% | -7.4% |
| 7D | +4.9% | +21.3% | -16.4% | +1.4% |
| 30D | -32.1% | +28.7% | -60.8% | -35.1% |
| 3M | -30.2% | +7.7% | -37.9% | -31.3% |
| 6M | +41.7% | -23.5% | +65.2% | +46.1% |
| YTD | +176.6% | -58.7% | +235.3% | +213.4% |
| 1Y | +159.9% | -63.4% | +223.4% | +200.8% |
| 3Y | +388.0% | -75.3% | +463.3% | +473.0% |
| 5Y | +578.2% | -84.4% | +662.6% | +697.6% |
| All | +2,662.4% | +513.2% | +2,149.2% | +1,899.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling