+302.7%
CSCO vs TTD
+349.7%
-47.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.0% |
| 7D | -10.2% | +5.2% | -15.4% | -10.6% |
| 30D | -20.1% | +6.9% | -27.0% | -20.7% |
| 3M | -22.4% | -26.8% | +4.5% | -20.4% |
| 6M | +2.8% | -46.1% | +48.9% | +8.2% |
| YTD | +23.6% | -65.9% | +89.5% | +35.5% |
| 1Y | +34.0% | -71.8% | +105.9% | +49.7% |
| 3Y | +89.3% | -83.3% | +172.6% | +112.2% |
| 5Y | +87.9% | -81.1% | +169.0% | +96.1% |
| 10Y | +314.9% | +441.7% | -126.8% | +213.3% |
| All | +302.7% | +349.7% | -47.0% | +205.0% |
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