+150.5%
GOOGL vs TTD
-83.4%
+233.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | +1.1% | +1.7% | -0.7% | +0.9% |
| 30D | -4.4% | +1.6% | -6.0% | -4.7% |
| 3M | -6.8% | -27.8% | +21.0% | -4.0% |
| 6M | +13.6% | -52.1% | +65.7% | +21.6% |
| YTD | +8.3% | -63.1% | +71.4% | +19.1% |
| 1Y | +44.9% | -73.1% | +118.0% | +64.8% |
| 3Y | +150.5% | -83.3% | +233.7% | +183.4% |
| All | +150.5% | -83.4% | +233.8% | +183.4% |
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 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