+8.1%
ORCL vs TTD
-75.0%
+83.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -2.0% |
| 7D | -6.5% | +19.9% | -26.4% | -9.1% |
| 30D | -16.6% | +27.6% | -44.2% | -19.6% |
| 3M | -21.6% | +15.2% | -36.8% | -23.6% |
| 6M | -39.4% | -33.2% | -6.2% | -36.4% |
| YTD | -38.7% | -59.4% | +20.7% | -31.9% |
| 1Y | -50.4% | -64.4% | +14.0% | -44.0% |
| 3Y | +8.1% | -75.9% | +84.0% | +16.1% |
| All | +8.1% | -75.0% | +83.1% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling