+430.9%
TTD vs AMGN
+262.0%
+168.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | +20.8% | -2.2% | +23.0% | +21.8% |
| 30D | +33.8% | +12.1% | +21.7% | +28.7% |
| 3M | +17.8% | +13.6% | +4.2% | +12.3% |
| 6M | -25.7% | +43.9% | -69.7% | -35.5% |
| YTD | -57.9% | +45.9% | -103.8% | -64.0% |
| 1Y | -63.8% | +42.1% | -106.0% | -68.8% |
| 3Y | -75.0% | +91.6% | -166.6% | -82.0% |
| 5Y | -82.5% | +158.5% | -241.1% | -89.6% |
| 10Y | +527.9% | +323.2% | +204.7% | +192.0% |
| All | +430.9% | +262.0% | +168.9% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling