+81.1%
BSX vs TTD
+398.8%
-317.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | -10.1% | -0.6% | -9.5% | -10.0% |
| 30D | -16.4% | +6.3% | -22.7% | -17.0% |
| 3M | -8.9% | -24.1% | +15.2% | -6.8% |
| 6M | -38.3% | -47.4% | +9.2% | -34.7% |
| YTD | -54.9% | -62.2% | +7.3% | -50.8% |
| 1Y | -58.8% | -68.3% | +9.5% | -54.3% |
| 3Y | -21.2% | -83.4% | +62.2% | -10.7% |
| 5Y | -3.3% | -80.3% | +77.0% | +1.0% |
| All | +81.1% | +398.8% | -317.7% | +32.6% |
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 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