+71.0%
UBER vs TTD
-27.3%
+98.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | -7.0% | -4.6% | -2.4% | -5.6% |
| 30D | -8.9% | +3.7% | -12.6% | -10.3% |
| 3M | +1.0% | -30.2% | +31.2% | +11.3% |
| 6M | -3.7% | -51.4% | +47.7% | +18.3% |
| YTD | -13.0% | -63.4% | +50.4% | +16.2% |
| 1Y | -25.5% | -73.5% | +48.0% | +10.6% |
| 3Y | +50.5% | -83.5% | +133.9% | +124.5% |
| 5Y | +76.2% | -80.9% | +157.1% | +113.7% |
| All | +71.0% | -27.3% | +98.3% | -31.6% |
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