-26.2%
UBER vs TTD
-72.7%
+46.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.7% |
| 7D | +7.0% | +3.7% | +3.4% | +6.8% |
| 30D | +0.6% | +10.4% | -9.9% | -0.1% |
| 3M | -2.9% | -31.6% | +28.6% | -0.9% |
| 6M | -5.5% | -45.1% | +39.6% | -2.5% |
| YTD | -14.5% | -65.1% | +50.7% | -13.1% |
| 1Y | -26.2% | -72.0% | +45.8% | -21.7% |
| All | -26.2% | -72.7% | +46.5% | -21.7% |
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