+210.1%
NXPI vs TTD
+401.9%
-191.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.6% | +2.2% |
| 7D | +1.9% | +6.3% | -4.4% | +0.5% |
| 30D | -1.4% | -23.9% | +22.5% | +3.3% |
| 3M | -29.1% | -31.4% | +2.3% | -24.3% |
| 6M | +6.2% | -42.7% | +48.9% | +16.0% |
| YTD | +5.9% | -62.0% | +67.9% | +26.3% |
| 1Y | +2.9% | -72.2% | +75.1% | +31.1% |
| 3Y | +14.5% | -81.9% | +96.4% | +47.9% |
| 5Y | +17.1% | -81.5% | +98.6% | +38.1% |
| All | +210.1% | +401.9% | -191.8% | +183.2% |
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 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