-73.5%
TTD vs BAX
+1.4%
-75.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -4.6% | -5.1% | +0.5% | -4.1% |
| 30D | +3.7% | -12.2% | +15.8% | +4.8% |
| 3M | -30.2% | +21.8% | -52.0% | -31.3% |
| 6M | -51.4% | +36.3% | -87.7% | -52.4% |
| YTD | -63.4% | +27.8% | -91.2% | -64.1% |
| 1Y | -73.5% | -0.1% | -73.5% | -73.4% |
| All | -73.5% | +1.4% | -75.0% | -73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling