+32.7%
ORCL vs TTD
-81.8%
+114.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.5% | +3.7% |
| 7D | +5.3% | +6.3% | -1.1% | +4.3% |
| 30D | +10.0% | -23.9% | +33.9% | +13.8% |
| 3M | -32.6% | -31.4% | -1.2% | -29.2% |
| 6M | +4.9% | -42.7% | +47.6% | +12.4% |
| YTD | -17.8% | -62.0% | +44.2% | -7.3% |
| 1Y | -28.0% | -72.2% | +44.2% | -16.3% |
| All | +32.7% | -81.8% | +114.4% | +51.7% |
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