+364.1%
TTD vs REGN
+96.5%
+267.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | -7.4% | -6.0% | -1.5% | -5.3% |
| 30D | +3.0% | -0.4% | +3.4% | +3.2% |
| 3M | -27.6% | +32.0% | -59.6% | -34.9% |
| 6M | -49.5% | +3.0% | -52.5% | -50.8% |
| YTD | -63.2% | +3.2% | -66.4% | -64.4% |
| 1Y | -69.7% | +43.4% | -113.2% | -74.9% |
| 3Y | -83.3% | -3.6% | -79.7% | -84.2% |
| 5Y | -80.8% | +23.1% | -103.9% | -84.3% |
| All | +364.1% | +96.5% | +267.6% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling