+32.7%
KO vs TTD
-73.2%
+105.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.5% | -0.8% |
| 7D | -1.8% | +6.3% | -8.1% | -1.8% |
| 30D | +1.4% | -23.9% | +25.3% | +1.3% |
| 3M | +15.4% | -31.4% | +46.8% | +14.6% |
| 6M | +14.3% | -42.7% | +56.9% | +13.1% |
| YTD | +27.7% | -62.0% | +89.6% | +25.4% |
| 1Y | +32.7% | -72.2% | +104.9% | +31.4% |
| All | +32.7% | -73.2% | +105.9% | +31.4% |
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