+734.2%
GOOGL vs TTD
+385.9%
+348.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.5% |
| 7D | -2.8% | -7.4% | +4.6% | -1.6% |
| 30D | -3.2% | +3.0% | -6.2% | -3.8% |
| 3M | -6.6% | -27.6% | +21.0% | -2.2% |
| 6M | +8.5% | -49.5% | +58.0% | +19.7% |
| YTD | +6.5% | -63.2% | +69.7% | +23.2% |
| 1Y | +39.4% | -69.7% | +109.1% | +66.2% |
| 3Y | +146.2% | -83.3% | +229.5% | +201.7% |
| 5Y | +138.3% | -80.8% | +219.1% | +165.3% |
| All | +734.2% | +385.9% | +348.3% | +545.4% |
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