+58.2%
BMY vs TTD
+545.2%
-487.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.9% |
| 7D | +1.8% | +19.9% | -18.1% | +0.9% |
| 30D | +6.2% | +27.6% | -21.4% | +5.0% |
| 3M | -2.1% | +15.2% | -17.3% | -2.9% |
| 6M | +14.3% | -33.2% | +47.4% | +15.8% |
| YTD | +21.6% | -59.4% | +81.0% | +25.7% |
| 1Y | +38.8% | -64.4% | +103.1% | +44.3% |
| 3Y | +42.9% | -75.9% | +118.8% | +47.9% |
| 5Y | +30.1% | -82.6% | +112.7% | +33.4% |
| 10Y | +58.2% | +558.1% | -499.9% | +23.3% |
| All | +58.2% | +545.2% | -487.0% | +23.3% |
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