+93.3%
QQQ vs TTD
-83.6%
+177.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +1.0% | -4.6% | +5.6% | +1.5% |
| 30D | -0.6% | +3.7% | -4.3% | -1.2% |
| 3M | +1.3% | -30.2% | +31.5% | +5.0% |
| 6M | +18.1% | -51.4% | +69.5% | +27.8% |
| YTD | +16.9% | -63.4% | +80.3% | +31.1% |
| 1Y | +24.0% | -73.5% | +97.5% | +45.1% |
| All | +93.3% | -83.6% | +177.0% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling