+38.3%
GOOGL vs TTD
-73.2%
+111.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -1.9% | -4.6% | +2.7% | -1.5% |
| 30D | -7.5% | +3.7% | -11.1% | -7.7% |
| 3M | -9.2% | -30.2% | +21.0% | -7.2% |
| 6M | +8.1% | -51.4% | +59.5% | +11.4% |
| YTD | +5.8% | -63.4% | +69.3% | +11.3% |
| 1Y | +38.3% | -73.5% | +111.9% | +46.8% |
| All | +38.3% | -73.2% | +111.5% | +46.8% |
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