+102.9%
KO vs TTD
-84.3%
+187.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.8% |
| 7D | +3.7% | +21.3% | -17.5% | +3.4% |
| 30D | +8.1% | +28.7% | -20.6% | +7.7% |
| 3M | +14.2% | +7.7% | +6.5% | +14.0% |
| 6M | +25.2% | -23.5% | +48.7% | +25.4% |
| YTD | +44.7% | -58.7% | +103.4% | +46.1% |
| 1Y | +43.4% | -63.4% | +106.8% | +45.0% |
| 3Y | +90.1% | -75.3% | +165.3% | +89.8% |
| All | +102.9% | -84.3% | +187.2% | +101.3% |
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 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