+379.4%
TTD vs ALK
-31.8%
+411.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.9% |
| 7D | +6.3% | -0.7% | +7.0% | +6.6% |
| 30D | -23.9% | -19.2% | -4.7% | -17.8% |
| 3M | -31.4% | -1.5% | -29.9% | -31.6% |
| 6M | -42.7% | -13.1% | -29.6% | -41.8% |
| YTD | -62.0% | -16.4% | -45.6% | -61.2% |
| 1Y | -72.2% | -33.1% | -39.1% | -69.3% |
| 3Y | -81.9% | +0.6% | -82.6% | -83.8% |
| 5Y | -81.5% | -26.4% | -55.2% | -81.4% |
| All | +379.4% | -31.8% | +411.2% | +383.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling