+546.8%
QQQ vs TTD
+398.8%
+148.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | +0.4% |
| 7D | -0.6% | -0.6% | +0.1% | -0.5% |
| 30D | -1.2% | +6.3% | -7.5% | -2.4% |
| 3M | -0.2% | -24.1% | +23.9% | +3.4% |
| 6M | +17.9% | -47.4% | +65.4% | +29.0% |
| YTD | +16.6% | -62.2% | +78.9% | +34.2% |
| 1Y | +23.0% | -68.3% | +91.3% | +45.5% |
| 3Y | +92.9% | -83.4% | +176.4% | +137.5% |
| 5Y | +95.6% | -80.3% | +175.9% | +117.2% |
| All | +546.8% | +398.8% | +148.0% | +390.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling