+180.7%
KO vs TTD
+401.9%
-221.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.5% | -0.7% |
| 7D | -1.8% | +6.3% | -8.1% | -1.9% |
| 30D | +1.4% | -23.9% | +25.3% | +2.0% |
| 3M | +15.4% | -31.4% | +46.8% | +16.3% |
| 6M | +14.3% | -42.7% | +56.9% | +15.5% |
| YTD | +27.7% | -62.0% | +89.6% | +30.3% |
| 1Y | +32.7% | -72.2% | +104.9% | +36.5% |
| 3Y | +62.2% | -81.9% | +144.1% | +66.4% |
| 5Y | +80.0% | -81.5% | +161.5% | +80.8% |
| All | +180.7% | +401.9% | -221.3% | +159.3% |
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 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