+379.4%
TTD vs BIIB
-28.5%
+407.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -4.0% |
| 7D | +6.3% | +1.1% | +5.3% | +6.1% |
| 30D | -23.9% | +6.9% | -30.8% | -25.2% |
| 3M | -31.4% | +12.4% | -43.8% | -33.6% |
| 6M | -42.7% | +16.3% | -58.9% | -45.2% |
| YTD | -62.0% | +25.5% | -87.5% | -64.5% |
| 1Y | -72.2% | +57.8% | -130.0% | -75.6% |
| 3Y | -81.9% | -17.3% | -64.6% | -81.6% |
| 5Y | -81.5% | -33.8% | -47.7% | -80.7% |
| All | +379.4% | -28.5% | +407.9% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling