+4.7%
CMCSA vs TTD
+455.8%
-451.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.8% |
| 7D | +0.7% | +20.8% | -20.1% | -1.2% |
| 30D | +21.0% | +33.8% | -12.8% | +17.6% |
| 3M | -0.9% | +17.8% | -18.8% | -2.7% |
| 6M | +2.9% | -25.7% | +28.6% | +4.9% |
| YTD | -5.9% | -57.9% | +52.0% | +0.4% |
| 1Y | +2.5% | -63.8% | +66.3% | +10.8% |
| 3Y | -28.3% | -75.0% | +46.8% | -23.0% |
| 5Y | -40.8% | -82.5% | +41.7% | -37.2% |
| 10Y | +5.4% | +527.9% | -522.5% | -15.7% |
| All | +4.7% | +455.8% | -451.1% | -15.9% |
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