+558.1%
TTD vs BAX
-34.5%
+592.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.3% |
| 7D | +19.9% | +3.6% | +16.3% | +18.4% |
| 30D | +27.6% | +8.5% | +19.1% | +23.7% |
| 3M | +15.2% | -4.9% | +20.0% | +17.1% |
| 6M | -33.2% | +47.0% | -80.2% | -43.3% |
| YTD | -59.4% | +38.4% | -97.8% | -65.6% |
| 1Y | -64.4% | +49.1% | -113.5% | -70.9% |
| 3Y | -75.9% | -14.9% | -61.0% | -76.2% |
| 5Y | -82.6% | -63.1% | -19.5% | -72.8% |
| 10Y | +558.1% | -35.6% | +593.7% | +647.3% |
| All | +558.1% | -34.5% | +592.6% | +647.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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