+9.2%
CMCSA vs TTD
+401.9%
-392.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.9% |
| YTD | -1.9% | -62.0% | +60.1% | +5.8% |
| 1Y | -12.7% | -72.2% | +59.5% | -3.3% |
| 3Y | -31.0% | -81.9% | +50.9% | -23.7% |
| 5Y | -46.1% | -81.5% | +35.4% | -43.3% |
| All | +9.2% | +401.9% | -392.7% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling