-74.8%
TTD vs AMGN
+92.8%
-167.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.6% |
| 7D | +20.8% | -2.2% | +23.0% | +20.9% |
| 30D | +33.8% | +12.1% | +21.7% | +33.4% |
| 3M | +17.8% | +13.6% | +4.2% | +17.6% |
| 6M | -25.7% | +43.9% | -69.7% | -26.2% |
| YTD | -57.9% | +45.9% | -103.8% | -58.5% |
| 1Y | -63.8% | +42.1% | -106.0% | -64.3% |
| All | -74.8% | +92.8% | -167.6% | -78.2% |
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