+215.0%
NXPI vs TTD
+505.0%
-290.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | +9.4% | +20.8% | -11.4% | +4.7% |
| 30D | +18.1% | +27.1% | -9.0% | +11.7% |
| 3M | +15.0% | +14.7% | +0.4% | +10.8% |
| 6M | -8.4% | -26.8% | +18.4% | -4.4% |
| YTD | +24.8% | -59.2% | +84.0% | +47.0% |
| 1Y | +33.3% | -64.7% | +98.0% | +62.2% |
| 3Y | +51.0% | -75.8% | +126.8% | +84.9% |
| 5Y | +34.5% | -84.6% | +119.1% | +67.3% |
| All | +215.0% | +505.0% | -290.0% | +142.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling