+3.6%
GOOG vs TTD
-72.7%
+76.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.4% | +3.0% |
| 7D | -10.7% | +3.7% | -14.4% | -11.0% |
| 30D | -16.4% | +10.4% | -26.9% | -17.2% |
| 3M | -23.4% | -31.6% | +8.2% | -21.3% |
| 6M | -24.2% | -45.1% | +20.9% | -21.8% |
| YTD | -8.3% | -65.1% | +56.9% | -1.2% |
| 1Y | +3.6% | -72.0% | +75.6% | +17.9% |
| All | +3.6% | -72.7% | +76.2% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling