+2,876.0%
DELL vs TTD
+505.0%
+2,371.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | +17.1% | +20.8% | -3.6% | +13.4% |
| 30D | -35.1% | +27.1% | -62.2% | -37.8% |
| 3M | -23.3% | +14.7% | -38.0% | -25.3% |
| 6M | +55.8% | -26.8% | +82.6% | +61.8% |
| YTD | +198.0% | -59.2% | +257.2% | +238.5% |
| 1Y | +166.6% | -64.7% | +231.2% | +210.4% |
| 3Y | +427.6% | -75.8% | +503.5% | +521.9% |
| 5Y | +630.6% | -84.6% | +715.2% | +761.4% |
| All | +2,876.0% | +505.0% | +2,371.0% | +2,059.8% |
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