+215.7%
INTC vs TTD
+401.9%
-186.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.4% | +8.9% | +5.2% |
| 7D | +7.1% | +6.3% | +0.7% | +6.0% |
| 30D | -5.2% | -23.9% | +18.7% | -1.9% |
| 3M | -14.3% | -31.4% | +17.1% | -10.3% |
| 6M | +110.2% | -42.7% | +152.8% | +124.0% |
| YTD | +159.6% | -62.0% | +221.6% | +194.7% |
| 1Y | +289.3% | -72.2% | +361.5% | +362.3% |
| 3Y | +166.1% | -81.9% | +248.0% | +215.6% |
| 5Y | +94.4% | -81.5% | +175.9% | +114.4% |
| All | +215.7% | +401.9% | -186.2% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling