+748.9%
GOOGL vs TTD
+401.9%
+347.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.4% |
| 7D | -2.3% | +6.3% | -8.6% | -3.3% |
| 30D | -6.6% | -23.9% | +17.3% | -2.8% |
| 3M | -8.9% | -31.4% | +22.4% | -3.8% |
| 6M | +11.9% | -42.7% | +54.5% | +20.4% |
| YTD | +8.3% | -62.0% | +70.3% | +24.7% |
| 1Y | +46.2% | -72.2% | +118.4% | +76.7% |
| 3Y | +151.9% | -81.9% | +233.8% | +204.1% |
| 5Y | +137.7% | -81.5% | +219.3% | +166.1% |
| All | +748.9% | +401.9% | +347.0% | +553.3% |
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