+144.7%
IBM vs TTD
+382.8%
-238.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.5% |
| 7D | +3.6% | -4.6% | +8.2% | +3.9% |
| 30D | +1.5% | +3.7% | -2.1% | +1.2% |
| 3M | -12.9% | -30.2% | +17.3% | -10.5% |
| 6M | -3.9% | -51.4% | +47.5% | +1.3% |
| YTD | -17.3% | -63.4% | +46.1% | -11.2% |
| 1Y | -5.0% | -73.5% | +68.5% | +4.3% |
| 3Y | +78.2% | -83.5% | +161.7% | +96.1% |
| 5Y | +120.6% | -80.9% | +201.6% | +130.5% |
| All | +144.7% | +382.8% | -238.1% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling