+1,122.0%
DELL vs TTD
-81.3%
+1,203.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.4% |
| 7D | +25.6% | +1.7% | +23.9% | +25.3% |
| 30D | +17.7% | +1.6% | +16.1% | +17.3% |
| 3M | +33.4% | -27.8% | +61.3% | +39.4% |
| 6M | +266.2% | -52.1% | +318.3% | +311.0% |
| YTD | +328.0% | -63.1% | +391.1% | +401.7% |
| 1Y | +339.6% | -73.1% | +412.6% | +443.9% |
| 3Y | +694.6% | -83.3% | +777.9% | +901.7% |
| 5Y | +1,122.0% | -80.6% | +1,202.6% | +1,347.8% |
| All | +1,122.0% | -81.3% | +1,203.3% | +1,347.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling