+39.4%
CSCO vs TTD
-64.4%
+103.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.6% |
| 7D | -4.7% | +19.9% | -24.6% | -4.9% |
| 30D | -17.1% | +27.6% | -44.7% | -17.2% |
| 3M | -19.6% | +15.2% | -34.8% | -19.7% |
| 6M | +2.4% | -33.2% | +35.6% | +3.3% |
| YTD | +29.8% | -59.4% | +89.2% | +30.6% |
| All | +39.4% | -64.4% | +103.8% | +43.3% |
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