-83.3%
TTD vs UAL
+197.6%
-280.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | +5.2% | +8.2% | -2.9% | +3.0% |
| 30D | +6.9% | +2.3% | +4.6% | +6.1% |
| 3M | -26.8% | -12.7% | -14.1% | -24.5% |
| 6M | -46.1% | +12.7% | -58.8% | -48.3% |
| YTD | -65.9% | +0.8% | -66.8% | -66.8% |
| 1Y | -71.8% | +17.8% | -89.6% | -74.0% |
| 3Y | -83.3% | +206.7% | -290.0% | -88.3% |
| All | -83.3% | +197.6% | -280.9% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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