+42.8%
LRCX vs TTD
-72.7%
+115.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -3.6% |
| 7D | -12.8% | +3.7% | -16.4% | -12.2% |
| 30D | -36.0% | +10.4% | -46.4% | -34.7% |
| 3M | -30.2% | -31.6% | +1.4% | -33.1% |
| 6M | -14.2% | -45.1% | +30.9% | -17.4% |
| YTD | +29.7% | -65.1% | +94.9% | +34.4% |
| 1Y | +42.8% | -72.0% | +114.8% | +65.0% |
| All | +42.8% | -72.7% | +115.5% | +65.0% |
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