+86.9%
BSX vs TTD
+445.4%
-358.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.2% |
| 7D | +3.7% | +21.3% | -17.5% | +1.6% |
| 30D | +3.1% | +28.7% | -25.6% | +0.3% |
| 3M | -14.2% | +7.7% | -21.9% | -15.1% |
| 6M | -16.4% | -23.5% | +7.0% | -14.9% |
| YTD | -53.5% | -58.7% | +5.2% | -49.8% |
| 1Y | -57.8% | -63.4% | +5.7% | -53.9% |
| 3Y | -17.4% | -75.3% | +57.8% | -10.4% |
| 5Y | +5.4% | -84.4% | +89.8% | +14.1% |
| 10Y | +106.2% | +516.1% | -409.9% | +47.4% |
| All | +86.9% | +445.4% | -358.5% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling