+63.8%
BMY vs TTD
+382.8%
-319.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -4.8% | -4.6% | -0.2% | -4.6% |
| 30D | -0.7% | +3.7% | -4.3% | -0.8% |
| 3M | +15.3% | -30.2% | +45.5% | +16.8% |
| 6M | +8.5% | -51.4% | +59.9% | +11.5% |
| YTD | +23.4% | -63.4% | +86.9% | +28.2% |
| 1Y | +42.9% | -73.5% | +116.4% | +50.5% |
| 3Y | +22.0% | -83.5% | +105.4% | +28.4% |
| 5Y | +24.3% | -80.9% | +105.3% | +25.7% |
| All | +63.8% | +382.8% | -319.0% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling