+329.6%
TTD vs KMB
+25.6%
+303.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +1.2% |
| 7D | +5.2% | +0.5% | +4.8% | +5.1% |
| 30D | +6.9% | +12.4% | -5.4% | +5.1% |
| 3M | -26.8% | +1.0% | -27.8% | -27.0% |
| 6M | -46.1% | +12.1% | -58.3% | -46.9% |
| YTD | -65.9% | +11.6% | -77.6% | -66.5% |
| 1Y | -71.8% | +13.1% | -84.9% | -72.3% |
| 3Y | -83.3% | +1.6% | -84.9% | -83.6% |
| 5Y | -81.1% | -0.3% | -80.8% | -81.6% |
| 10Y | +441.7% | +37.9% | +403.8% | +406.7% |
| All | +329.6% | +25.6% | +303.9% | +395.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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