+66.6%
CSCO vs TTD
-73.2%
+139.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | -0.1% |
| 7D | -0.5% | +1.7% | -2.3% | -0.5% |
| 30D | -10.1% | +1.6% | -11.7% | -10.0% |
| 3M | -11.7% | -27.8% | +16.1% | -11.0% |
| 6M | +40.1% | -52.1% | +92.2% | +42.4% |
| YTD | +43.8% | -63.1% | +106.9% | +46.4% |
| 1Y | +66.6% | -73.1% | +139.7% | +71.3% |
| All | +66.6% | -73.2% | +139.8% | +71.3% |
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 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