+22.0%
NXPI vs TTD
-84.7%
+106.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.4% |
| 7D | -4.4% | +5.2% | -9.6% | -5.4% |
| 30D | +5.6% | +6.9% | -1.4% | +3.8% |
| 3M | +7.6% | -26.8% | +34.4% | +13.9% |
| 6M | -17.6% | -46.1% | +28.6% | -7.1% |
| YTD | +15.9% | -65.9% | +81.8% | +44.7% |
| 1Y | +22.4% | -71.8% | +94.2% | +60.2% |
| 3Y | +43.2% | -83.3% | +126.5% | +90.9% |
| All | +22.0% | -84.7% | +106.7% | +52.9% |
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 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