-38.5%
INTU vs TTD
-82.4%
+43.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -2.5% |
| 7D | -7.1% | +6.3% | -13.4% | -8.3% |
| 30D | +1.5% | -23.9% | +25.3% | +6.3% |
| 3M | +10.7% | -31.4% | +42.0% | +18.1% |
| 6M | -23.8% | -42.7% | +18.8% | -16.4% |
| YTD | -49.3% | -62.0% | +12.7% | -40.9% |
| 1Y | -49.7% | -72.2% | +22.6% | -38.9% |
| All | -38.5% | -82.4% | +43.9% | -26.3% |
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