-83.4%
TTD vs REGN
-4.3%
-79.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.7% |
| 7D | -0.6% | -5.6% | +5.0% | -0.5% |
| 30D | +6.3% | -2.0% | +8.3% | +6.4% |
| 3M | -24.1% | +28.0% | -52.1% | -24.4% |
| 6M | -47.4% | +1.2% | -48.6% | -47.3% |
| YTD | -62.2% | +1.6% | -63.9% | -62.2% |
| 1Y | -68.3% | +38.2% | -106.5% | -69.6% |
| 3Y | -83.4% | -5.4% | -78.1% | -83.9% |
| All | -83.4% | -4.3% | -79.1% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling