-18.8%
IBM vs TTD
-66.1%
+47.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +15.5% | -15.0% | -3.2% |
| 7D | -2.5% | +19.0% | -21.5% | -6.8% |
| 30D | +8.4% | +23.6% | -15.2% | +2.3% |
| 3M | +4.5% | +8.2% | -3.7% | +1.8% |
| 6M | +7.9% | -35.3% | +43.2% | +18.6% |
| YTD | -15.2% | -60.7% | +45.4% | +0.7% |
| All | -18.8% | -66.1% | +47.3% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling