+2,488.1%
TSLA vs TTD
+401.9%
+2,086.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | -4.7% |
| 7D | +1.5% | +6.3% | -4.8% | -0.1% |
| 30D | +10.1% | -23.9% | +34.0% | +17.3% |
| 3M | -15.4% | -31.4% | +16.0% | -7.5% |
| 6M | -12.8% | -42.7% | +29.9% | -2.1% |
| YTD | -21.3% | -62.0% | +40.7% | -0.8% |
| 1Y | +4.6% | -72.2% | +76.8% | +43.2% |
| 3Y | +44.5% | -81.9% | +126.5% | +103.8% |
| 5Y | +44.8% | -81.5% | +126.4% | +84.9% |
| All | +2,488.1% | +401.9% | +2,086.1% | +2,121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling