-30.4%
CMCSA vs TTD
-83.4%
+53.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.4% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +3.8% | +1.6% | +2.2% | +3.7% |
| 3M | +12.3% | -27.8% | +40.2% | +14.4% |
| 6M | -15.4% | -52.1% | +36.7% | -11.8% |
| YTD | -2.5% | -63.1% | +60.6% | +3.4% |
| 1Y | -13.4% | -73.1% | +59.7% | -6.2% |
| 3Y | -30.4% | -83.3% | +52.9% | -26.2% |
| All | -30.4% | -83.4% | +53.0% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling