-64.7%
TTD vs ALK
-7.4%
-57.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.6% | -2.5% |
| 7D | +20.8% | +0.9% | +19.9% | +20.8% |
| 30D | +27.1% | +3.3% | +23.8% | +26.5% |
| 3M | +14.7% | -17.6% | +32.2% | +15.6% |
| 6M | -26.8% | +0.8% | -27.6% | -25.7% |
| YTD | -59.2% | -22.4% | -36.9% | -59.4% |
| 1Y | -64.7% | -10.1% | -54.6% | -66.9% |
| All | -64.7% | -7.4% | -57.3% | -66.9% |
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