-20.0%
UNH vs TTD
-75.6%
+55.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | +3.4% | +21.3% | -17.9% | +3.1% |
| 30D | +3.0% | +28.7% | -25.7% | +2.6% |
| 3M | +2.7% | +7.7% | -5.0% | +2.5% |
| 6M | +2.8% | -23.5% | +26.3% | +2.8% |
| YTD | +25.9% | -58.7% | +84.6% | +26.5% |
| 1Y | +25.8% | -63.4% | +89.2% | +26.4% |
| 3Y | -20.0% | -75.3% | +55.3% | -19.1% |
| All | -20.0% | -75.6% | +55.5% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling