+251.6%
ORCL vs TTD
+574.0%
-322.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +15.5% | -12.3% | +1.4% |
| 7D | +0.5% | +19.0% | -18.5% | -1.6% |
| 30D | -15.3% | +23.6% | -38.9% | -17.4% |
| 3M | -18.2% | +8.2% | -26.4% | -19.2% |
| 6M | -38.4% | -35.3% | -3.1% | -35.9% |
| YTD | -37.7% | -60.7% | +23.0% | -31.8% |
| 1Y | -49.3% | -65.3% | +16.0% | -43.7% |
| 3Y | +10.6% | -80.6% | +91.2% | +25.0% |
| 5Y | +35.5% | -84.6% | +120.1% | +49.8% |
| 10Y | +251.6% | +550.5% | -299.0% | +179.9% |
| All | +251.6% | +574.0% | -322.4% | +179.9% |
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