+51.2%
INTC vs TTD
-65.0%
+116.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.4% |
| 7D | -4.0% | +19.9% | -23.9% | -5.5% |
| 30D | -44.5% | +27.6% | -72.1% | -45.3% |
| 3M | -40.4% | +15.2% | -55.6% | -41.3% |
| 6M | -53.5% | -33.2% | -20.3% | -51.5% |
| YTD | +57.5% | -59.4% | +116.9% | +94.1% |
| 1Y | +51.2% | -64.4% | +115.5% | +102.8% |
| All | +51.2% | -65.0% | +116.2% | +102.8% |
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 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