+25.6%
QQQ vs TTD
-73.2%
+98.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.4% |
| 7D | +0.4% | +6.3% | -6.0% | 0.0% |
| 30D | +0.2% | -23.9% | +24.1% | +1.5% |
| 3M | -2.8% | -31.4% | +28.6% | -0.9% |
| 6M | +18.0% | -42.7% | +60.7% | +21.4% |
| YTD | +17.3% | -62.0% | +79.3% | +26.1% |
| 1Y | +25.6% | -72.2% | +97.8% | +39.0% |
| All | +25.6% | -73.2% | +98.8% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling