+46.1%
ORCL vs TTD
-82.3%
+128.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.6% | +5.2% | +8.3% |
| 7D | +3.8% | +20.8% | -17.0% | +1.0% |
| 30D | -6.6% | +33.8% | -40.4% | -10.4% |
| 3M | -11.4% | +17.8% | -29.3% | -13.8% |
| 6M | -33.3% | -25.7% | -7.6% | -31.2% |
| YTD | -33.3% | -57.9% | +24.7% | -26.2% |
| 1Y | -44.9% | -63.8% | +18.9% | -37.9% |
| 3Y | +17.6% | -75.0% | +92.7% | +30.9% |
| 5Y | +46.1% | -82.5% | +128.6% | +62.7% |
| All | +46.1% | -82.3% | +128.4% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling