+124.3%
GOOGL vs TTD
-75.1%
+199.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.7% |
| 7D | +1.6% | +20.8% | -19.2% | -0.5% |
| 30D | -16.8% | +33.8% | -50.6% | -19.4% |
| 3M | -14.6% | +17.8% | -32.4% | -16.2% |
| 6M | -24.4% | -25.7% | +1.3% | -22.8% |
| YTD | -6.1% | -57.9% | +51.8% | +1.1% |
| 1Y | +1.0% | -63.8% | +64.8% | +10.5% |
| All | +124.3% | -75.1% | +199.4% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling