-84.6%
TTD vs BAX
-63.0%
-21.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.4% | +13.1% | +14.7% |
| 7D | +19.0% | +9.0% | +9.9% | +16.1% |
| 30D | +23.6% | +8.5% | +15.1% | +20.7% |
| 3M | +8.2% | -4.1% | +12.3% | +9.3% |
| 6M | -35.3% | +46.9% | -82.2% | -42.8% |
| YTD | -60.7% | +38.4% | -99.1% | -65.2% |
| 1Y | -65.3% | +47.0% | -112.3% | -70.1% |
| 3Y | -80.6% | -14.9% | -65.6% | -80.6% |
| 5Y | -84.6% | -62.5% | -22.1% | -71.8% |
| All | -84.6% | -63.0% | -21.7% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling