+67.6%
UBER vs TTD
-17.9%
+85.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.4% |
| 7D | +1.6% | +21.3% | -19.7% | -5.0% |
| 30D | +0.6% | +28.7% | -28.2% | -8.1% |
| 3M | -8.2% | +7.7% | -15.8% | -11.3% |
| 6M | -6.7% | -23.5% | +16.8% | -1.6% |
| YTD | -14.7% | -58.7% | +44.0% | +8.6% |
| 1Y | -24.1% | -63.4% | +39.4% | +0.7% |
| 3Y | +33.4% | -75.3% | +108.7% | +71.0% |
| 5Y | +54.5% | -84.4% | +138.8% | +110.4% |
| All | +67.6% | -17.9% | +85.6% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling