+81.6%
KO vs TTD
-80.7%
+162.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -1.1% | -7.4% | +6.3% | -1.0% |
| 30D | +1.6% | +3.0% | -1.5% | +1.5% |
| 3M | +5.8% | -27.6% | +33.3% | +6.0% |
| 6M | +14.3% | -49.5% | +63.8% | +14.9% |
| YTD | +27.3% | -63.2% | +90.5% | +28.5% |
| 1Y | +33.2% | -69.7% | +102.9% | +34.7% |
| 3Y | +64.5% | -83.3% | +147.8% | +65.8% |
| All | +81.6% | -80.7% | +162.3% | +78.9% |
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