+270.3%
ORCL vs TTD
+513.2%
-243.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -1.5% |
| 7D | +8.0% | +21.3% | -13.3% | +5.5% |
| 30D | -4.0% | +28.7% | -32.7% | -6.8% |
| 3M | -19.5% | +7.7% | -27.2% | -20.4% |
| 6M | -33.5% | -23.5% | -10.0% | -32.0% |
| YTD | -34.8% | -58.7% | +23.9% | -29.1% |
| 1Y | -41.6% | -63.4% | +21.8% | -35.6% |
| 3Y | +13.8% | -75.3% | +89.1% | +25.6% |
| 5Y | +43.4% | -84.4% | +127.8% | +58.3% |
| All | +270.3% | +513.2% | -243.0% | +190.9% |
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 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