-27.6%
TTD vs LYFT
-82.5%
+54.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.7% | +1.9% |
| 7D | -0.6% | -8.4% | +7.7% | +2.5% |
| 30D | +6.3% | -7.6% | +13.9% | +9.4% |
| 3M | -24.1% | +11.7% | -35.9% | -28.1% |
| 6M | -47.4% | +15.1% | -62.5% | -50.7% |
| YTD | -62.2% | -20.9% | -41.3% | -59.9% |
| 1Y | -68.3% | -16.4% | -51.9% | -67.6% |
| 3Y | -83.4% | +35.2% | -118.6% | -87.4% |
| 5Y | -80.3% | -69.4% | -10.9% | -76.8% |
| All | -27.6% | -82.5% | +54.9% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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