-68.3%
TTD vs REGN
+41.3%
-109.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.3% |
| 7D | -0.6% | -5.6% | +5.0% | -1.9% |
| 30D | +6.3% | -2.0% | +8.3% | +6.0% |
| 3M | -24.1% | +28.0% | -52.1% | -19.0% |
| 6M | -47.4% | +1.2% | -48.6% | -47.1% |
| YTD | -62.2% | +1.6% | -63.9% | -61.9% |
| 1Y | -68.3% | +38.2% | -106.5% | -66.1% |
| All | -68.3% | +41.3% | -109.6% | -66.1% |
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