-80.6%
TTD vs BAX
-67.0%
-13.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +0.9% | -1.8% |
| 7D | +1.7% | -2.4% | +4.2% | +2.5% |
| 30D | +1.6% | -9.7% | +11.3% | +4.6% |
| 3M | -27.8% | +29.3% | -57.1% | -33.4% |
| 6M | -52.1% | +40.7% | -92.8% | -57.3% |
| YTD | -63.1% | +30.3% | -93.3% | -66.7% |
| 1Y | -73.1% | +3.4% | -76.4% | -73.8% |
| 3Y | -83.3% | -32.0% | -51.3% | -81.6% |
| 5Y | -80.6% | -66.9% | -13.7% | -67.9% |
| All | -80.6% | -67.0% | -13.6% | -67.9% |
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