+668.0%
BE vs TTD
+73.0%
+594.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.4% |
| 7D | +10.8% | +21.3% | -10.4% | +3.3% |
| 30D | -19.8% | +28.7% | -48.5% | -27.0% |
| 3M | -18.7% | +7.7% | -26.4% | -21.7% |
| 6M | -33.7% | -23.5% | -10.3% | -30.7% |
| YTD | +121.0% | -58.7% | +179.7% | +183.5% |
| 1Y | +85.4% | -63.4% | +148.8% | +150.0% |
| 3Y | +1,709.5% | -75.3% | +1,784.8% | +2,137.9% |
| 5Y | +462.2% | -84.4% | +546.6% | +675.8% |
| All | +668.0% | +73.0% | +594.9% | +280.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling