+128.8%
GOOG vs TTD
-80.8%
+209.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -1.6% | -4.6% | +3.1% | -0.7% |
| 30D | -7.7% | +3.7% | -11.3% | -8.4% |
| 3M | -9.3% | -30.2% | +20.9% | -4.0% |
| 6M | +7.4% | -51.4% | +58.8% | +20.5% |
| YTD | +4.9% | -63.4% | +68.3% | +23.2% |
| 1Y | +37.2% | -73.5% | +110.7% | +70.8% |
| 3Y | +141.6% | -83.5% | +225.1% | +198.9% |
| 5Y | +128.8% | -80.9% | +209.7% | +152.5% |
| All | +128.8% | -80.8% | +209.5% | +152.5% |
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