+69.9%
BMY vs TTD
+401.9%
-332.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.7% |
| 7D | +0.4% | +6.3% | -6.0% | +0.1% |
| 30D | +5.0% | -23.9% | +28.9% | +6.1% |
| 3M | +19.4% | -31.4% | +50.8% | +21.0% |
| 6M | +9.5% | -42.7% | +52.2% | +11.6% |
| YTD | +28.1% | -62.0% | +90.1% | +32.8% |
| 1Y | +50.0% | -72.2% | +122.2% | +57.6% |
| 3Y | +24.1% | -81.9% | +106.0% | +30.1% |
| 5Y | +25.0% | -81.5% | +106.5% | +26.8% |
| All | +69.9% | +401.9% | -332.0% | +37.0% |
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