-17.6%
UBER vs TTD
-73.2%
+55.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | 0.0% |
| 7D | -3.9% | +6.3% | -10.2% | -4.3% |
| 30D | +11.1% | -23.9% | +35.0% | +13.2% |
| 3M | +4.9% | -31.4% | +36.3% | +7.8% |
| 6M | -1.2% | -42.7% | +41.5% | +1.9% |
| YTD | -7.3% | -62.0% | +54.7% | -0.5% |
| 1Y | -17.6% | -72.2% | +54.6% | -6.5% |
| All | -17.6% | -73.2% | +55.6% | -6.5% |
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