+636.0%
GOOGL vs TTD
+455.8%
+180.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.5% |
| 7D | +1.6% | +20.8% | -19.2% | -1.8% |
| 30D | -16.8% | +33.8% | -50.6% | -21.1% |
| 3M | -14.6% | +17.8% | -32.4% | -17.4% |
| 6M | -24.4% | -25.7% | +1.3% | -21.7% |
| YTD | -6.1% | -57.9% | +51.8% | +5.8% |
| 1Y | +1.0% | -63.8% | +64.8% | +16.7% |
| 3Y | +123.4% | -75.0% | +198.5% | +154.7% |
| 5Y | +103.2% | -82.5% | +185.8% | +130.3% |
| 10Y | +667.7% | +527.9% | +139.8% | +475.0% |
| All | +636.0% | +455.8% | +180.2% | +454.3% |
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