+10.1%
UNH vs TTD
-69.0%
+79.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.5% |
| 7D | -4.5% | -0.6% | -3.9% | -4.5% |
| 30D | -6.5% | +6.3% | -12.8% | -6.8% |
| 3M | -6.0% | -24.1% | +18.1% | -4.7% |
| 6M | +33.7% | -47.4% | +81.1% | +39.4% |
| YTD | +16.4% | -62.2% | +78.6% | +31.7% |
| 1Y | +10.1% | -68.3% | +78.4% | +28.9% |
| All | +10.1% | -69.0% | +79.1% | +28.9% |
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