-29.9%
INTU vs TTD
-83.7%
+53.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.0% |
| 7D | +0.1% | +5.2% | -5.1% | -0.9% |
| 30D | +15.4% | +6.9% | +8.5% | +13.7% |
| 3M | +6.6% | -26.8% | +33.4% | +12.3% |
| 6M | -11.3% | -46.1% | +34.8% | -1.2% |
| YTD | -47.7% | -65.9% | +18.2% | -38.2% |
| 1Y | -47.0% | -71.8% | +24.8% | -35.9% |
| 3Y | -29.9% | -83.3% | +53.4% | -17.3% |
| All | -29.9% | -83.7% | +53.8% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling