+70.0%
UBER vs TTD
-16.3%
+86.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | -0.3% |
| 7D | +1.2% | +20.8% | -19.6% | -5.3% |
| 30D | -1.1% | +33.8% | -35.0% | -10.8% |
| 3M | -10.0% | +17.8% | -27.9% | -15.7% |
| 6M | -7.2% | -25.7% | +18.6% | -1.0% |
| YTD | -13.5% | -57.9% | +44.4% | +9.4% |
| 1Y | -24.5% | -63.8% | +39.4% | +0.6% |
| 3Y | +37.0% | -75.0% | +112.1% | +75.1% |
| 5Y | +63.3% | -82.5% | +145.9% | +113.0% |
| All | +70.0% | -16.3% | +86.4% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling