+138.2%
IBM vs TTD
-84.7%
+222.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -5.0% | +5.2% | -10.2% | -5.4% |
| 30D | +11.1% | +6.9% | +4.2% | +10.4% |
| 3M | +5.7% | -26.8% | +32.5% | +8.1% |
| 6M | +10.1% | -46.1% | +56.3% | +15.3% |
| YTD | -15.6% | -65.9% | +50.3% | -9.4% |
| 1Y | -19.5% | -71.8% | +52.3% | -12.6% |
| 3Y | +80.4% | -83.3% | +163.7% | +96.3% |
| All | +138.2% | -84.7% | +222.9% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling