+329.6%
TTD vs ALK
-36.8%
+366.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +5.2% | +9.0% | -3.8% | +1.7% |
| 30D | +6.9% | -1.6% | +8.6% | +7.3% |
| 3M | -26.8% | -23.2% | -3.6% | -19.8% |
| 6M | -46.1% | -3.9% | -42.3% | -46.4% |
| YTD | -65.9% | -22.6% | -43.4% | -64.4% |
| 1Y | -71.8% | -5.3% | -66.5% | -73.1% |
| 3Y | -83.3% | +18.6% | -101.9% | -86.1% |
| 5Y | -81.1% | -34.4% | -46.7% | -80.2% |
| 10Y | +441.7% | -40.8% | +482.5% | +456.4% |
| All | +329.6% | -36.8% | +366.4% | +343.6% |
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