+73.9%
IBM vs TTD
-81.8%
+155.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.6% |
| 7D | -0.3% | +6.3% | -6.6% | -1.1% |
| 30D | +0.3% | -23.9% | +24.2% | +3.0% |
| 3M | -21.6% | -31.4% | +9.8% | -18.5% |
| 6M | -4.7% | -42.7% | +38.0% | +0.3% |
| YTD | -19.1% | -62.0% | +42.9% | -12.2% |
| 1Y | -2.5% | -72.2% | +69.7% | +8.0% |
| All | +73.9% | -81.8% | +155.7% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling