+759.3%
GOOG vs TTD
+385.9%
+373.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -2.5% | -7.4% | +4.9% | -1.2% |
| 30D | -3.6% | +3.0% | -6.6% | -4.2% |
| 3M | -6.4% | -27.6% | +21.1% | -2.0% |
| 6M | +7.8% | -49.5% | +57.3% | +18.9% |
| YTD | +5.5% | -63.2% | +68.7% | +22.1% |
| 1Y | +38.3% | -69.7% | +108.0% | +64.9% |
| 3Y | +143.1% | -83.3% | +226.4% | +198.0% |
| 5Y | +135.0% | -80.8% | +215.8% | +161.8% |
| All | +759.3% | +385.9% | +373.4% | +558.0% |
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