+4.4%
GOOGL vs TTD
-72.7%
+77.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.9% |
| 7D | -11.1% | +3.7% | -14.8% | -11.4% |
| 30D | -16.6% | +10.4% | -27.0% | -17.4% |
| 3M | -23.4% | -31.6% | +8.1% | -21.1% |
| 6M | -24.5% | -45.1% | +20.6% | -21.7% |
| YTD | -7.5% | -65.1% | +57.6% | +0.3% |
| 1Y | +4.4% | -72.0% | +76.4% | +20.2% |
| All | +4.4% | -72.7% | +77.0% | +20.2% |
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 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