+2,612.6%
DELL vs TTD
+436.3%
+2,176.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.3% | -6.7% | -4.0% |
| 7D | -18.1% | +19.9% | -38.0% | -20.6% |
| 30D | -42.9% | +27.6% | -70.5% | -45.3% |
| 3M | -26.9% | +15.2% | -42.0% | -28.8% |
| 6M | +28.8% | -33.2% | +62.0% | +35.6% |
| YTD | +168.4% | -59.4% | +227.8% | +204.0% |
| 1Y | +136.8% | -64.4% | +201.2% | +174.1% |
| 3Y | +375.3% | -75.9% | +451.2% | +458.3% |
| 5Y | +551.0% | -82.6% | +633.6% | +650.8% |
| 10Y | +2,566.3% | +558.1% | +2,008.2% | +1,955.3% |
| All | +2,612.6% | +436.3% | +2,176.2% | +1,985.9% |
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