-16.0%
BSX vs TTD
-75.1%
+59.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.7% | +0.7% |
| 7D | -1.5% | +20.8% | -22.3% | -2.8% |
| 30D | +2.9% | +33.8% | -30.9% | +0.9% |
| 3M | -11.8% | +17.8% | -29.7% | -13.0% |
| 6M | -15.4% | -25.7% | +10.3% | -14.6% |
| YTD | -52.7% | -57.9% | +5.2% | -50.5% |
| 1Y | -56.0% | -63.8% | +7.9% | -53.5% |
| All | -16.0% | -75.1% | +59.1% | -12.0% |
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 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