+508.5%
TTD vs ALB
+32.4%
+476.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.8% |
| 7D | +21.3% | -5.8% | +27.0% | +23.7% |
| 30D | +28.7% | -4.5% | +33.3% | +30.4% |
| 3M | +7.7% | -28.1% | +35.8% | +19.4% |
| 6M | -23.5% | -53.2% | +29.7% | -2.7% |
| YTD | -58.7% | -33.3% | -25.4% | -56.0% |
| 1Y | -63.4% | -17.4% | -46.0% | -64.5% |
| 3Y | -75.3% | -14.1% | -61.2% | -80.3% |
| 5Y | -84.4% | -64.0% | -20.3% | -81.5% |
| All | +508.5% | +32.4% | +476.1% | +290.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling