+379.4%
TTD vs BAX
-36.4%
+415.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.8% |
| 7D | +6.3% | -1.1% | +7.5% | +6.8% |
| 30D | -23.9% | -5.5% | -18.4% | -22.4% |
| 3M | -31.4% | +33.5% | -64.9% | -39.3% |
| 6M | -42.7% | +35.9% | -78.5% | -50.3% |
| YTD | -62.0% | +35.4% | -97.3% | -67.5% |
| 1Y | -72.2% | +9.8% | -82.0% | -74.2% |
| 3Y | -81.9% | -32.7% | -49.2% | -79.9% |
| 5Y | -81.5% | -65.6% | -16.0% | -70.0% |
| All | +379.4% | -36.4% | +415.8% | +386.4% |
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 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