+41.6%
TXN vs TTD
-73.2%
+114.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +1.5% |
| 7D | -0.1% | +6.3% | -6.4% | +0.4% |
| 30D | -6.9% | -23.9% | +17.0% | -8.4% |
| 3M | -14.9% | -31.4% | +16.4% | -16.5% |
| 6M | +29.0% | -42.7% | +71.7% | +26.2% |
| YTD | +51.5% | -62.0% | +113.5% | +55.9% |
| 1Y | +41.6% | -72.2% | +113.8% | +53.6% |
| All | +41.6% | -73.2% | +114.8% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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