+22.3%
BMY vs TTD
-81.3%
+103.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.3% | -3.2% |
| 7D | -3.3% | +1.7% | -5.1% | -3.3% |
| 30D | 0.0% | +1.6% | -1.6% | -0.1% |
| 3M | +17.7% | -27.8% | +45.6% | +18.0% |
| 6M | +9.6% | -52.1% | +61.7% | +10.3% |
| YTD | +24.0% | -63.1% | +87.0% | +25.2% |
| 1Y | +45.1% | -73.1% | +118.2% | +47.2% |
| 3Y | +22.5% | -83.3% | +105.8% | +24.0% |
| 5Y | +22.3% | -80.6% | +102.9% | +22.4% |
| All | +22.3% | -81.3% | +103.6% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling