+772.1%
GOOG vs TTD
+401.9%
+370.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.3% | -0.3% |
| 7D | -2.1% | +6.3% | -8.5% | -3.2% |
| 30D | -6.8% | -23.9% | +17.1% | -3.1% |
| 3M | -9.1% | -31.4% | +22.3% | -4.0% |
| 6M | +10.7% | -42.7% | +53.4% | +19.1% |
| YTD | +7.1% | -62.0% | +69.1% | +23.2% |
| 1Y | +44.6% | -72.2% | +116.8% | +74.9% |
| 3Y | +147.4% | -81.9% | +229.4% | +198.9% |
| 5Y | +133.8% | -81.5% | +215.3% | +161.9% |
| All | +772.1% | +401.9% | +370.2% | +564.2% |
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