-72.2%
TTD vs REGN
+46.5%
-118.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -4.8% |
| 7D | +6.3% | +4.2% | +2.1% | +7.4% |
| 30D | -23.9% | +7.8% | -31.7% | -22.3% |
| 3M | -31.4% | +31.8% | -63.2% | -26.6% |
| 6M | -42.7% | +5.4% | -48.1% | -41.8% |
| YTD | -62.0% | +7.7% | -69.6% | -61.2% |
| 1Y | -72.2% | +46.7% | -118.9% | -70.2% |
| All | -72.2% | +46.5% | -118.7% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling