-39.8%
NFLX vs TTD
-73.2%
+33.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -8.1% | -4.6% | -3.5% | -7.4% |
| 30D | -0.3% | +3.7% | -4.0% | -0.8% |
| 3M | -6.6% | -30.2% | +23.6% | -2.5% |
| 6M | -22.7% | -51.4% | +28.7% | -15.4% |
| YTD | -18.9% | -63.4% | +44.5% | -7.8% |
| 1Y | -39.8% | -73.5% | +33.7% | -27.7% |
| All | -39.8% | -73.2% | +33.4% | -27.7% |
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