+48.2%
TSLA vs TTD
-83.4%
+131.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.8% | +6.8% | +4.7% |
| 7D | +3.4% | +1.7% | +1.6% | +2.9% |
| 30D | +12.0% | +1.6% | +10.5% | +11.5% |
| 3M | -10.0% | -27.8% | +17.9% | -3.6% |
| 6M | -7.2% | -52.1% | +44.9% | +9.7% |
| YTD | -18.1% | -63.1% | +44.9% | +4.0% |
| 1Y | +6.3% | -73.1% | +79.3% | +47.7% |
| 3Y | +48.2% | -83.3% | +131.4% | +102.3% |
| All | +48.2% | -83.4% | +131.5% | +102.3% |
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