+242.4%
ORCL vs TTD
+349.7%
-107.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -11.2% | +5.2% | -16.4% | -11.7% |
| 30D | -18.8% | +6.9% | -25.8% | -19.5% |
| 3M | -18.8% | -26.8% | +8.0% | -16.4% |
| 6M | -39.7% | -46.1% | +6.4% | -35.9% |
| YTD | -39.6% | -65.9% | +26.3% | -32.9% |
| 1Y | -51.7% | -71.8% | +20.1% | -45.3% |
| 3Y | +10.2% | -83.3% | +93.5% | +26.6% |
| 5Y | +30.8% | -81.1% | +112.0% | +41.9% |
| 10Y | +252.1% | +441.7% | -189.6% | +185.6% |
| All | +242.4% | +349.7% | -107.3% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling