+45.9%
CSCO vs TTD
-72.7%
+118.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.7% |
| 7D | -6.1% | +3.7% | -9.7% | -6.0% |
| 30D | -8.2% | +10.4% | -18.6% | -8.0% |
| 3M | -14.6% | -31.6% | +17.0% | -13.7% |
| 6M | +12.7% | -45.1% | +57.8% | +14.2% |
| YTD | +37.0% | -65.1% | +102.1% | +39.1% |
| 1Y | +45.9% | -72.0% | +117.9% | +52.8% |
| All | +45.9% | -72.7% | +118.6% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling