+111.7%
INTC vs TTD
-81.3%
+193.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.8% | +11.9% | +9.5% |
| 7D | +17.4% | +1.7% | +15.7% | +17.0% |
| 30D | +2.8% | +1.6% | +1.2% | +2.4% |
| 3M | -5.3% | -27.8% | +22.6% | -1.6% |
| 6M | +140.6% | -52.1% | +192.7% | +165.6% |
| YTD | +183.1% | -63.1% | +246.2% | +225.0% |
| 1Y | +326.8% | -73.1% | +399.8% | +414.4% |
| 3Y | +179.4% | -83.3% | +262.7% | +234.2% |
| 5Y | +111.7% | -80.6% | +192.3% | +136.0% |
| All | +111.7% | -81.3% | +193.0% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling