+61.6%
BMY vs TTD
+455.8%
-394.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.5% | 0.0% |
| 7D | -2.0% | +20.8% | -22.8% | -2.9% |
| 30D | +9.3% | +33.8% | -24.6% | +7.8% |
| 3M | -0.1% | +17.8% | -17.9% | -0.9% |
| 6M | +15.5% | -25.7% | +41.2% | +16.4% |
| YTD | +21.8% | -57.9% | +79.7% | +25.6% |
| 1Y | +34.9% | -63.8% | +98.7% | +40.0% |
| 3Y | +43.2% | -75.0% | +118.2% | +47.8% |
| 5Y | +30.7% | -82.5% | +113.3% | +34.1% |
| 10Y | +59.3% | +527.9% | -468.6% | +28.1% |
| All | +61.6% | +455.8% | -394.2% | +29.6% |
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