+91.4%
ORCL vs TTD
-81.6%
+173.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.5% | +3.7% |
| 7D | +5.3% | +6.3% | -1.1% | +4.4% |
| 30D | +10.0% | -23.9% | +33.9% | +13.3% |
| 3M | -32.6% | -31.4% | -1.2% | -29.6% |
| 6M | +4.9% | -42.7% | +47.6% | +11.5% |
| YTD | -17.8% | -62.0% | +44.2% | -8.2% |
| 1Y | -28.0% | -72.2% | +44.2% | -17.1% |
| 3Y | +36.0% | -81.9% | +118.0% | +56.8% |
| All | +91.4% | -81.6% | +173.1% | +111.0% |
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