-28.0%
CMCSA vs TTD
-81.3%
+53.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +15.5% | -15.0% | -0.5% |
| 7D | +2.7% | +19.0% | -16.3% | +1.5% |
| 30D | +18.6% | +23.6% | -5.0% | +16.9% |
| 3M | -1.8% | +8.2% | -10.0% | -2.5% |
| 6M | -0.7% | -35.3% | +34.6% | +1.0% |
| YTD | -7.8% | -60.7% | +52.8% | -3.9% |
| 1Y | +0.7% | -65.3% | +66.0% | +5.7% |
| 3Y | -28.0% | -80.6% | +52.6% | -22.8% |
| All | -28.0% | -81.3% | +53.3% | -22.8% |
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