+143.6%
IBM vs TTD
+538.9%
-395.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +1.2% |
| 7D | -1.7% | +20.8% | -22.5% | -3.4% |
| 30D | +10.1% | +33.8% | -23.7% | +7.2% |
| 3M | +4.8% | +17.8% | -13.0% | +3.1% |
| 6M | +12.6% | -25.7% | +38.3% | +14.8% |
| YTD | -13.9% | -57.9% | +44.0% | -8.7% |
| 1Y | -18.7% | -63.8% | +45.1% | -12.9% |
| 3Y | +81.9% | -75.0% | +156.9% | +94.4% |
| 5Y | +148.3% | -82.5% | +230.9% | +162.6% |
| 10Y | +143.6% | +527.9% | -384.3% | +99.3% |
| All | +143.6% | +538.9% | -395.3% | +99.3% |
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