+95.7%
QQQ vs TTD
-80.2%
+175.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.6% |
| 6M | +17.9% | -47.4% | +65.4% | +29.8% |
| YTD | +16.6% | -62.2% | +78.9% | +35.8% |
| 1Y | +23.0% | -68.3% | +91.3% | +47.5% |
| 3Y | +92.9% | -83.4% | +176.4% | +139.2% |
| All | +95.7% | -80.2% | +175.9% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling