+649.1%
GOOGL vs TTD
+438.1%
+211.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.3% |
| 7D | +5.7% | +20.8% | -15.1% | +2.2% |
| 30D | -15.6% | +27.1% | -42.7% | -19.2% |
| 3M | -13.0% | +14.7% | -27.7% | -15.5% |
| 6M | -22.8% | -26.8% | +4.0% | -19.9% |
| YTD | -4.4% | -59.2% | +54.9% | +8.2% |
| 1Y | +4.5% | -64.7% | +69.1% | +21.1% |
| 3Y | +127.4% | -75.8% | +203.3% | +160.6% |
| 5Y | +102.8% | -84.6% | +187.4% | +134.4% |
| 10Y | +681.5% | +507.9% | +173.6% | +488.3% |
| All | +649.1% | +438.1% | +211.1% | +467.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling