+108.1%
CSCO vs TTD
-82.4%
+190.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +0.7% |
| 7D | -0.7% | +6.3% | -7.0% | -1.0% |
| 30D | -10.1% | -23.9% | +13.8% | -9.0% |
| 3M | -15.7% | -31.4% | +15.7% | -14.2% |
| 6M | +36.3% | -42.7% | +78.9% | +39.6% |
| YTD | +43.8% | -62.0% | +105.8% | +50.9% |
| 1Y | +63.9% | -72.2% | +136.1% | +75.2% |
| All | +108.1% | -82.4% | +190.5% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling