+101.4%
BSX vs TTD
+401.9%
-300.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +2.3% |
| 7D | +2.0% | +6.3% | -4.3% | +1.3% |
| 30D | +0.1% | -23.9% | +24.0% | +2.5% |
| 3M | -2.1% | -31.4% | +29.2% | +1.2% |
| 6M | -33.8% | -42.7% | +8.9% | -30.7% |
| YTD | -49.9% | -62.0% | +12.1% | -45.3% |
| 1Y | -55.4% | -72.2% | +16.8% | -49.9% |
| 3Y | -10.9% | -81.9% | +71.1% | +0.1% |
| 5Y | +6.4% | -81.5% | +88.0% | +12.1% |
| All | +101.4% | +401.9% | -300.5% | +47.3% |
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 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