+500.3%
TTD vs BIIB
-21.7%
+522.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | +20.8% | +2.7% | +18.1% | +20.0% |
| 30D | +27.1% | +9.4% | +17.7% | +24.3% |
| 3M | +14.7% | +19.9% | -5.2% | +9.4% |
| 6M | -26.8% | +25.6% | -52.5% | -31.3% |
| YTD | -59.2% | +42.3% | -101.6% | -63.3% |
| 1Y | -64.7% | +55.1% | -119.8% | -68.9% |
| 3Y | -75.8% | +11.4% | -87.3% | -77.3% |
| 5Y | -84.6% | -7.4% | -77.2% | -85.1% |
| All | +500.3% | -21.7% | +522.0% | +395.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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