+250.1%
INTC vs TTD
+382.8%
-132.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +18.0% | -4.6% | +22.6% | +18.7% |
| 30D | +8.9% | +3.7% | +5.3% | +8.2% |
| 3M | -1.6% | -30.2% | +28.7% | +2.7% |
| 6M | +133.1% | -51.4% | +184.5% | +155.5% |
| YTD | +187.9% | -63.4% | +251.3% | +228.5% |
| 1Y | +334.7% | -73.5% | +408.2% | +419.8% |
| 3Y | +184.2% | -83.5% | +267.6% | +241.7% |
| 5Y | +116.0% | -80.9% | +196.9% | +137.1% |
| All | +250.1% | +382.8% | -132.7% | +159.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling