+566.7%
NFLX vs TTD
+436.3%
+130.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.8% |
| 7D | -0.3% | +19.9% | -20.2% | -4.3% |
| 30D | -10.0% | +27.6% | -37.7% | -14.9% |
| 3M | -17.1% | +15.2% | -32.2% | -19.9% |
| 6M | -27.7% | -33.2% | +5.5% | -22.6% |
| YTD | -32.5% | -59.4% | +26.8% | -20.6% |
| 1Y | -43.5% | -64.4% | +20.8% | -31.7% |
| 3Y | +41.4% | -75.9% | +117.4% | +68.1% |
| 5Y | -2.2% | -82.6% | +80.4% | +16.2% |
| 10Y | +448.1% | +558.1% | -110.0% | +285.9% |
| All | +566.7% | +436.3% | +130.4% | +369.9% |
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