-84.0%
TTD vs AMGN
+65.8%
-149.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -4.6% | -11.6% | +7.0% | -4.0% |
| 30D | +3.7% | -5.7% | +9.3% | +4.0% |
| 3M | -30.2% | +14.2% | -44.4% | -30.5% |
| 6M | -51.4% | +5.2% | -56.6% | -51.3% |
| YTD | -63.4% | +22.0% | -85.4% | -63.9% |
| 1Y | -73.5% | +43.6% | -117.1% | -74.3% |
| All | -84.0% | +65.8% | -149.7% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 3y: compounded portfolio wealth divided by compounded AMGN 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…
3y analysis · Full analysis span regression · 6 months rolling