+233.2%
UNH vs TTD
+401.9%
-168.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.4% | -0.7% |
| 7D | +1.1% | +6.3% | -5.3% | +0.6% |
| 30D | -3.8% | -23.9% | +20.1% | -2.3% |
| 3M | +0.7% | -31.4% | +32.1% | +2.9% |
| 6M | +37.9% | -42.7% | +80.5% | +41.9% |
| YTD | +21.9% | -62.0% | +83.9% | +29.1% |
| 1Y | +31.4% | -72.2% | +103.6% | +42.0% |
| 3Y | -11.4% | -81.9% | +70.5% | -4.8% |
| 5Y | +2.5% | -81.5% | +84.1% | +4.8% |
| All | +233.2% | +401.9% | -168.7% | +151.1% |
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