+3.2%
CMCSA vs TTD
+505.0%
-501.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | -0.6% | +20.8% | -21.4% | -2.4% |
| 30D | +18.8% | +27.1% | -8.3% | +16.0% |
| 3M | -1.1% | +14.7% | -15.8% | -2.6% |
| 6M | +2.5% | -26.8% | +29.3% | +4.6% |
| YTD | -6.7% | -59.2% | +52.5% | -0.2% |
| 1Y | 0.0% | -64.7% | +64.6% | +8.4% |
| 3Y | -28.9% | -75.8% | +46.9% | -23.4% |
| 5Y | -41.1% | -84.6% | +43.4% | -36.8% |
| All | +3.2% | +505.0% | -501.8% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling