+106.4%
INTC vs TTD
+545.2%
-438.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.6% |
| 7D | -4.0% | +19.9% | -23.9% | -6.7% |
| 30D | -44.5% | +27.6% | -72.1% | -46.5% |
| 3M | -40.4% | +15.2% | -55.6% | -41.9% |
| 6M | -53.5% | -33.2% | -20.3% | -51.3% |
| YTD | +57.5% | -59.4% | +116.9% | +77.0% |
| 1Y | +51.2% | -64.4% | +115.5% | +73.4% |
| 3Y | +51.6% | -75.9% | +127.5% | +72.4% |
| 5Y | +23.5% | -82.6% | +106.1% | +38.5% |
| 10Y | +106.4% | +558.1% | -451.7% | +48.8% |
| All | +106.4% | +545.2% | -438.8% | +48.8% |
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