+48.0%
LRCX vs TTD
-64.0%
+112.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.7% | -3.2% |
| 7D | +12.7% | +21.3% | -8.6% | +14.8% |
| 30D | -21.3% | +28.7% | -50.0% | -18.7% |
| 3M | -32.9% | +7.7% | -40.6% | -32.4% |
| 6M | -23.4% | -23.5% | +0.1% | -25.2% |
| YTD | +32.4% | -58.7% | +91.1% | +34.9% |
| 1Y | +48.0% | -63.4% | +111.5% | +57.3% |
| All | +48.0% | -64.0% | +112.0% | +57.3% |
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 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