+43.4%
KO vs TTD
-72.8%
+116.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | +3.1% | -1.9% | +5.0% | +3.1% |
| 30D | +11.1% | +7.5% | +3.6% | +11.1% |
| 3M | +10.9% | -32.4% | +43.3% | +10.5% |
| 6M | +23.5% | -47.9% | +71.4% | +21.3% |
| YTD | +39.6% | -66.3% | +105.8% | +33.5% |
| 1Y | +43.4% | -73.1% | +116.6% | +37.5% |
| All | +43.4% | -72.8% | +116.2% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling