-16.5%
BSX vs TTD
-83.4%
+66.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -5.7% |
| 7D | -6.4% | +1.7% | -8.2% | -6.6% |
| 30D | -8.8% | +1.6% | -10.4% | -8.9% |
| 3M | -7.6% | -27.8% | +20.2% | -6.1% |
| 6M | -37.0% | -52.1% | +15.2% | -34.4% |
| YTD | -52.8% | -63.1% | +10.2% | -50.1% |
| 1Y | -58.4% | -73.1% | +14.6% | -55.0% |
| 3Y | -16.5% | -83.3% | +66.8% | -11.3% |
| All | -16.5% | -83.4% | +66.9% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling