+218.2%
KO vs TTD
+445.4%
-227.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.8% |
| 7D | +3.7% | +21.3% | -17.5% | +3.2% |
| 30D | +8.1% | +28.7% | -20.6% | +7.4% |
| 3M | +14.2% | +7.7% | +6.5% | +13.9% |
| 6M | +25.2% | -23.5% | +48.7% | +25.7% |
| YTD | +44.7% | -58.7% | +103.4% | +47.4% |
| 1Y | +43.4% | -63.4% | +106.8% | +46.4% |
| 3Y | +90.1% | -75.3% | +165.3% | +93.0% |
| 5Y | +103.0% | -84.4% | +187.3% | +105.6% |
| 10Y | +229.8% | +516.1% | -286.3% | +202.4% |
| All | +218.2% | +445.4% | -227.2% | +193.1% |
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