+113.3%
CSCO vs TTD
-81.6%
+194.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +0.9% |
| 7D | -0.7% | +6.3% | -7.0% | -1.2% |
| 30D | -10.1% | -23.9% | +13.8% | -8.5% |
| 3M | -15.7% | -31.4% | +15.7% | -13.5% |
| 6M | +36.3% | -42.7% | +78.9% | +41.1% |
| YTD | +43.8% | -62.0% | +105.8% | +54.1% |
| 1Y | +63.9% | -72.2% | +136.1% | +80.2% |
| 3Y | +104.4% | -81.9% | +186.3% | +121.4% |
| All | +113.3% | -81.6% | +194.9% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling