+149.9%
IBM vs TTD
+349.7%
-199.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 6M | +10.1% | -46.1% | +56.3% | +15.3% |
| YTD | -15.6% | -65.9% | +50.3% | -8.9% |
| 1Y | -19.5% | -71.8% | +52.3% | -11.9% |
| 3Y | +80.4% | -83.3% | +163.7% | +98.7% |
| 5Y | +140.0% | -81.1% | +221.1% | +151.3% |
| 10Y | +155.0% | +441.7% | -286.7% | +108.5% |
| All | +149.9% | +349.7% | -199.9% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling