+149.9%
IBM vs TTD
+574.0%
-424.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +15.5% | -15.0% | -0.9% |
| 7D | -2.5% | +19.0% | -21.5% | -4.1% |
| 30D | +8.4% | +23.6% | -15.2% | +6.2% |
| 3M | +4.5% | +8.2% | -3.7% | +3.5% |
| 6M | +7.9% | -35.3% | +43.2% | +11.2% |
| YTD | -15.2% | -60.7% | +45.4% | -9.6% |
| 1Y | -17.6% | -65.3% | +47.7% | -11.3% |
| 3Y | +82.1% | -80.6% | +162.6% | +98.0% |
| 5Y | +143.3% | -84.6% | +228.0% | +160.1% |
| 10Y | +149.9% | +550.5% | -400.6% | +103.2% |
| All | +149.9% | +574.0% | -424.1% | +103.2% |
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