-38.4%
INTU vs TTD
-81.6%
+43.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -2.2% |
| 7D | -7.1% | +6.3% | -13.4% | -8.6% |
| 30D | +1.5% | -23.9% | +25.3% | +7.8% |
| 3M | +10.7% | -31.4% | +42.0% | +20.6% |
| 6M | -23.8% | -42.7% | +18.8% | -13.6% |
| YTD | -49.3% | -62.0% | +12.7% | -36.4% |
| 1Y | -49.7% | -72.2% | +22.6% | -32.2% |
| 3Y | -38.0% | -81.9% | +43.9% | -18.4% |
| All | -38.4% | -81.6% | +43.2% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling