-25.7%
TTD vs AMGN
+42.5%
-68.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.6% |
| 7D | +20.8% | -2.2% | +23.0% | +21.0% |
| 30D | +33.8% | +12.1% | +21.7% | +33.6% |
| 3M | +17.8% | +13.6% | +4.2% | +19.5% |
| 6M | -25.7% | +43.9% | -69.7% | -16.7% |
| All | -25.7% | +42.5% | -68.2% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling