+63.4%
TSLA vs TTD
-83.7%
+147.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.0% |
| 7D | -10.4% | +5.2% | -15.6% | -11.4% |
| 30D | -5.2% | +6.9% | -12.1% | -6.9% |
| 3M | +12.1% | -26.8% | +38.9% | +18.9% |
| 6M | -10.2% | -46.1% | +36.0% | +1.9% |
| YTD | -20.3% | -65.9% | +45.6% | +1.5% |
| 1Y | -19.7% | -71.8% | +52.2% | +8.0% |
| 3Y | +63.4% | -83.3% | +146.7% | +111.7% |
| All | +63.4% | -83.7% | +147.1% | +111.7% |
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 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