+244.8%
ORCL vs TTD
+435.2%
-190.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -11.2% | +5.2% | -16.4% | -11.7% |
| 30D | -18.8% | +6.9% | -25.8% | -19.5% |
| 3M | -18.8% | -26.8% | +8.0% | -16.4% |
| 6M | -39.7% | -46.1% | +6.4% | -35.9% |
| YTD | -39.6% | -65.9% | +26.3% | -32.8% |
| 1Y | -51.7% | -71.8% | +20.1% | -45.2% |
| 3Y | +10.2% | -83.3% | +93.5% | +26.9% |
| 5Y | +30.8% | -81.1% | +112.0% | +42.0% |
| All | +244.8% | +435.2% | -190.4% | +178.4% |
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