-45.2%
INTU vs TTD
-72.7%
+27.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.3% |
| 7D | +8.7% | +3.7% | +5.0% | +6.9% |
| 30D | +25.9% | +10.4% | +15.4% | +20.7% |
| 3M | +10.7% | -31.6% | +42.3% | +25.7% |
| 6M | -11.6% | -45.1% | +33.5% | +9.3% |
| YTD | -45.4% | -65.1% | +19.7% | -24.3% |
| 1Y | -45.2% | -72.0% | +26.8% | -19.6% |
| All | -45.2% | -72.7% | +27.4% | -19.6% |
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 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