-72.0%
TTD vs ALK
-1.1%
-70.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.8% | -5.9% | +2.1% |
| 7D | +3.7% | +12.4% | -8.7% | +2.5% |
| 30D | +10.4% | +2.1% | +8.4% | +9.8% |
| 3M | -31.6% | -23.9% | -7.7% | -31.1% |
| 6M | -45.1% | +8.2% | -53.3% | -44.1% |
| YTD | -65.1% | -20.5% | -44.7% | -65.4% |
| 1Y | -72.0% | -1.0% | -71.0% | -73.5% |
| All | -72.0% | -1.1% | -70.9% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling