+225.1%
INTU vs TTD
+401.9%
-176.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -2.4% |
| 7D | -7.1% | +6.3% | -13.4% | -8.4% |
| 30D | +1.5% | -23.9% | +25.3% | +7.0% |
| 3M | +10.7% | -31.4% | +42.0% | +19.3% |
| 6M | -23.8% | -42.7% | +18.8% | -14.9% |
| YTD | -49.3% | -62.0% | +12.7% | -38.0% |
| 1Y | -49.7% | -72.2% | +22.6% | -34.5% |
| 3Y | -38.0% | -81.9% | +43.9% | -19.5% |
| 5Y | -38.7% | -81.5% | +42.8% | -26.9% |
| All | +225.1% | +401.9% | -176.8% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling