-34.4%
INTU vs TTD
-75.9%
+41.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -4.1% | +20.8% | -24.9% | -8.2% |
| 30D | +12.8% | +27.1% | -14.3% | +6.8% |
| 3M | +2.1% | +14.7% | -12.6% | -1.1% |
| 6M | -11.5% | -26.8% | +15.4% | -7.0% |
| YTD | -47.9% | -59.2% | +11.3% | -40.4% |
| 1Y | -47.7% | -64.7% | +17.0% | -39.0% |
| All | -34.4% | -75.9% | +41.5% | -31.1% |
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