-1.0%
BSX vs TTD
-80.8%
+79.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -7.0% | -4.6% | -2.4% | -6.7% |
| 30D | -10.9% | +3.7% | -14.6% | -11.2% |
| 3M | -8.2% | -30.2% | +22.0% | -5.8% |
| 6M | -37.5% | -51.4% | +13.9% | -34.1% |
| YTD | -52.8% | -63.4% | +10.6% | -49.2% |
| 1Y | -58.4% | -73.5% | +15.1% | -53.9% |
| 3Y | -16.5% | -83.5% | +66.9% | -7.9% |
| 5Y | -1.0% | -80.9% | +79.9% | +2.0% |
| All | -1.0% | -80.8% | +79.8% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling