+660.8%
GOOG vs TTD
+445.4%
+215.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.2% |
| 7D | +3.0% | +21.3% | -18.2% | -0.5% |
| 30D | -14.9% | +28.7% | -43.6% | -18.8% |
| 3M | -14.9% | +7.7% | -22.6% | -16.4% |
| 6M | -26.6% | -23.5% | -3.1% | -24.4% |
| YTD | -6.6% | -58.7% | +52.1% | +5.5% |
| 1Y | +5.1% | -63.4% | +68.5% | +21.1% |
| 3Y | +121.0% | -75.3% | +196.3% | +152.2% |
| 5Y | +97.3% | -84.4% | +181.7% | +127.6% |
| 10Y | +683.2% | +516.1% | +167.1% | +482.1% |
| All | +660.8% | +445.4% | +215.5% | +468.7% |
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