+257.6%
NXPI vs TTD
+436.3%
-178.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.3% |
| 7D | -0.5% | +19.9% | -20.4% | -4.4% |
| 30D | +15.0% | +27.6% | -12.7% | +8.9% |
| 3M | +12.6% | +15.2% | -2.6% | +8.5% |
| 6M | -10.6% | -33.2% | +22.6% | -5.0% |
| YTD | +22.1% | -59.4% | +81.5% | +43.0% |
| 1Y | +29.8% | -64.4% | +94.1% | +56.3% |
| 3Y | +47.8% | -75.9% | +123.7% | +79.8% |
| 5Y | +33.9% | -82.6% | +116.5% | +61.0% |
| 10Y | +208.7% | +558.1% | -349.4% | +191.6% |
| All | +257.6% | +436.3% | -178.7% | +220.6% |
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 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