+147.3%
IBM vs TTD
+513.2%
-366.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | +1.6% | +21.3% | -19.7% | -0.2% |
| 30D | +9.2% | +28.7% | -19.5% | +6.7% |
| 3M | +4.9% | +7.7% | -2.8% | +4.1% |
| 6M | +16.8% | -23.5% | +40.2% | +18.8% |
| YTD | -14.3% | -58.7% | +44.4% | -8.9% |
| 1Y | -16.7% | -63.4% | +46.7% | -10.8% |
| 3Y | +82.2% | -75.3% | +157.5% | +94.9% |
| 5Y | +149.9% | -84.4% | +234.3% | +166.9% |
| All | +147.3% | +513.2% | -366.0% | +102.2% |
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