+364.1%
TTD vs INFY
+79.1%
+285.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | -7.4% | -9.8% | +2.3% | -0.6% |
| 30D | +3.0% | -13.4% | +16.4% | +13.9% |
| 3M | -27.6% | -7.2% | -20.4% | -24.7% |
| 6M | -49.5% | -20.6% | -28.9% | -41.5% |
| YTD | -63.2% | -37.5% | -25.7% | -50.4% |
| 1Y | -69.7% | -33.4% | -36.4% | -61.5% |
| 3Y | -83.3% | -32.4% | -50.9% | -79.8% |
| 5Y | -80.8% | -45.5% | -35.3% | -72.2% |
| All | +364.1% | +79.1% | +285.0% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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