+57.4%
INTC vs TTD
-72.7%
+130.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.9% | -6.6% | -3.9% |
| 7D | -39.0% | +3.7% | -42.7% | -39.0% |
| 30D | -49.8% | +10.4% | -60.3% | -49.9% |
| 3M | -42.2% | -31.6% | -10.6% | -41.0% |
| 6M | -39.2% | -45.1% | +5.9% | -34.9% |
| YTD | +57.9% | -65.1% | +123.1% | +94.8% |
| 1Y | +57.4% | -72.0% | +129.4% | +122.9% |
| All | +57.4% | -72.7% | +130.0% | +122.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling