+508.5%
TTD vs ALK
-45.9%
+554.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.9% |
| 7D | +21.3% | -1.2% | +22.4% | +22.0% |
| 30D | +28.7% | +7.7% | +21.0% | +25.4% |
| 3M | +7.7% | -19.0% | +26.7% | +15.8% |
| 6M | -23.5% | -0.2% | -23.3% | -24.8% |
| YTD | -58.7% | -23.5% | -35.2% | -56.6% |
| 1Y | -63.4% | -9.1% | -54.3% | -64.3% |
| 3Y | -75.3% | +12.0% | -87.3% | -78.9% |
| 5Y | -84.4% | -30.9% | -53.5% | -83.8% |
| All | +508.5% | -45.9% | +554.4% | +577.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling