+17.1%
NXPI vs TTD
-81.6%
+98.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.6% | +2.2% |
| 7D | +1.9% | +6.3% | -4.4% | +0.4% |
| 30D | -1.4% | -23.9% | +22.5% | +3.6% |
| 3M | -29.1% | -31.4% | +2.3% | -24.0% |
| 6M | +6.2% | -42.7% | +48.9% | +16.7% |
| YTD | +5.9% | -62.0% | +67.9% | +28.3% |
| 1Y | +2.9% | -72.2% | +75.1% | +34.1% |
| 3Y | +14.5% | -81.9% | +96.4% | +49.0% |
| All | +17.1% | -81.6% | +98.7% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling