+71.9%
TXN vs TTD
-83.6%
+155.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +2.7% | -4.6% | +7.3% | +3.1% |
| 30D | -6.7% | +3.7% | -10.4% | -7.2% |
| 3M | -8.9% | -30.2% | +21.3% | -6.2% |
| 6M | +34.7% | -51.4% | +86.1% | +44.1% |
| YTD | +53.3% | -63.4% | +116.8% | +70.8% |
| 1Y | +45.0% | -73.5% | +118.5% | +69.9% |
| All | +71.9% | -83.6% | +155.5% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling