+4,146.0%
DELL vs TTD
+401.9%
+3,744.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.2% |
| 7D | +14.9% | +6.3% | +8.5% | +13.8% |
| 30D | +13.3% | -23.9% | +37.2% | +17.7% |
| 3M | +24.4% | -31.4% | +55.8% | +30.7% |
| 6M | +258.0% | -42.7% | +300.7% | +284.6% |
| YTD | +320.2% | -62.0% | +382.2% | +382.9% |
| 1Y | +319.1% | -72.2% | +391.3% | +405.6% |
| 3Y | +706.5% | -81.9% | +788.5% | +889.4% |
| 5Y | +1,071.9% | -81.5% | +1,153.5% | +1,232.5% |
| All | +4,146.0% | +401.9% | +3,744.1% | +3,213.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling