+414.0%
TTD vs BAX
-36.7%
+450.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.3% |
| 7D | +20.8% | +0.4% | +20.4% | +20.8% |
| 30D | +27.1% | +3.4% | +23.7% | +25.4% |
| 3M | +14.7% | -4.5% | +19.1% | +16.5% |
| 6M | -26.8% | +44.0% | -70.8% | -37.5% |
| YTD | -59.2% | +34.9% | -94.1% | -65.2% |
| 1Y | -64.7% | +37.9% | -102.6% | -70.2% |
| 3Y | -75.8% | -17.1% | -58.8% | -75.9% |
| 5Y | -84.6% | -64.3% | -20.3% | -75.4% |
| 10Y | +507.9% | -35.9% | +543.7% | +511.3% |
| All | +414.0% | -36.7% | +450.6% | +421.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling