+1.4%
CMCSA vs TTD
+382.8%
-381.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.5% |
| 7D | -8.3% | -4.6% | -3.7% | -7.9% |
| 30D | -2.4% | +3.7% | -6.1% | -2.8% |
| 3M | +4.5% | -30.2% | +34.7% | +7.5% |
| 6M | -18.8% | -51.4% | +32.6% | -14.0% |
| YTD | -8.9% | -63.4% | +54.5% | -1.4% |
| 1Y | -18.3% | -73.5% | +55.2% | -9.1% |
| 3Y | -35.0% | -83.5% | +48.5% | -27.4% |
| 5Y | -48.2% | -80.9% | +32.8% | -45.6% |
| All | +1.4% | +382.8% | -381.4% | -17.4% |
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 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