+368.6%
CSCO vs TTD
+401.9%
-33.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.0% |
| 7D | -0.7% | +6.3% | -7.0% | -1.3% |
| 30D | -10.1% | -23.9% | +13.8% | -8.1% |
| 3M | -15.7% | -31.4% | +15.7% | -13.0% |
| 6M | +36.3% | -42.7% | +78.9% | +42.1% |
| YTD | +43.8% | -62.0% | +105.8% | +56.2% |
| 1Y | +63.9% | -72.2% | +136.1% | +83.4% |
| 3Y | +104.4% | -81.9% | +186.3% | +127.5% |
| 5Y | +111.4% | -81.5% | +192.9% | +121.4% |
| All | +368.6% | +401.9% | -33.3% | +251.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling