+56.6%
UBER vs TTD
-82.9%
+139.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | -0.2% |
| 7D | +1.2% | +20.8% | -19.6% | -4.6% |
| 30D | -1.1% | +33.8% | -35.0% | -9.8% |
| 3M | -10.0% | +17.8% | -27.9% | -15.1% |
| 6M | -7.2% | -25.7% | +18.6% | -1.5% |
| YTD | -13.5% | -57.9% | +44.4% | +7.5% |
| 1Y | -24.5% | -63.8% | +39.4% | -1.5% |
| 3Y | +37.0% | -75.0% | +112.1% | +67.9% |
| All | +56.6% | -82.9% | +139.6% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling