+90.2%
BSX vs TTD
+455.8%
-365.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.7% | +0.6% |
| 7D | -1.5% | +20.8% | -22.3% | -3.5% |
| 30D | +2.9% | +33.8% | -30.9% | -0.3% |
| 3M | -11.8% | +17.8% | -29.7% | -13.6% |
| 6M | -15.4% | -25.7% | +10.3% | -13.6% |
| YTD | -52.7% | -57.9% | +5.2% | -49.0% |
| 1Y | -56.0% | -63.8% | +7.9% | -51.8% |
| 3Y | -12.5% | -75.0% | +62.6% | -5.1% |
| 5Y | +7.6% | -82.5% | +90.1% | +14.9% |
| 10Y | +109.9% | +527.9% | -418.0% | +49.8% |
| All | +90.2% | +455.8% | -365.6% | +37.4% |
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