+369.6%
CSCO vs TTD
+382.8%
-13.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | 0.0% | -4.6% | +4.6% | +0.4% |
| 30D | -10.7% | +3.7% | -14.4% | -11.2% |
| 3M | -8.7% | -30.2% | +21.5% | -6.1% |
| 6M | +44.9% | -51.4% | +96.3% | +54.0% |
| YTD | +44.1% | -63.4% | +107.6% | +57.1% |
| 1Y | +65.9% | -73.5% | +139.4% | +86.5% |
| 3Y | +109.0% | -83.5% | +192.5% | +134.8% |
| 5Y | +114.8% | -80.9% | +195.7% | +123.9% |
| All | +369.6% | +382.8% | -13.2% | +253.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling