-53.6%
BSX vs TTD
-72.7%
+19.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.5% | +5.2% |
| 7D | +8.0% | +3.7% | +4.3% | +7.9% |
| 30D | +8.1% | +10.4% | -2.4% | +7.8% |
| 3M | -6.7% | -31.6% | +24.9% | -6.5% |
| 6M | -19.4% | -45.1% | +25.7% | -20.3% |
| YTD | -51.9% | -65.1% | +13.2% | -51.9% |
| 1Y | -53.6% | -72.0% | +18.4% | -53.3% |
| All | -53.6% | -72.7% | +19.0% | -53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling