+534.7%
QQQ vs TTD
+513.2%
+21.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | +3.6% | +21.3% | -17.6% | +0.1% |
| 30D | -6.7% | +28.7% | -35.5% | -10.9% |
| 3M | -7.0% | +7.7% | -14.7% | -8.7% |
| 6M | -4.7% | -23.5% | +18.8% | -2.0% |
| YTD | +11.1% | -58.7% | +69.7% | +25.7% |
| 1Y | +12.3% | -63.4% | +75.7% | +29.7% |
| 3Y | +83.3% | -75.3% | +158.6% | +111.0% |
| 5Y | +77.5% | -84.4% | +161.9% | +105.9% |
| All | +534.7% | +513.2% | +21.5% | +364.7% |
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 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