-72.0%
TTD vs BB
+88.0%
-160.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.0% | -4.1% | +1.7% |
| 7D | +3.7% | -6.8% | +10.5% | +4.8% |
| 30D | +10.4% | -3.5% | +14.0% | +10.3% |
| 3M | -31.6% | -1.2% | -30.4% | -32.2% |
| 6M | -45.1% | +57.0% | -102.1% | -54.5% |
| YTD | -65.1% | +131.1% | -196.3% | -75.5% |
| 1Y | -72.0% | +87.6% | -159.6% | -79.3% |
| All | -72.0% | +88.0% | -160.0% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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