-44.7%
CMCSA vs TTD
-80.7%
+36.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.2% |
| 7D | -2.1% | +6.3% | -8.4% | -2.7% |
| 30D | +7.0% | -23.9% | +30.9% | +9.3% |
| 3M | +15.1% | -31.4% | +46.5% | +18.5% |
| 6M | -15.4% | -42.7% | +27.3% | -12.0% |
| YTD | -1.9% | -62.0% | +60.1% | +5.9% |
| 1Y | -12.7% | -72.2% | +59.5% | -3.2% |
| 3Y | -31.0% | -81.9% | +50.9% | -24.1% |
| All | -44.7% | -80.7% | +36.1% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling