+508.5%
TTD vs BB
+21.8%
+486.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.1% |
| 7D | +21.3% | +1.8% | +19.4% | +20.8% |
| 30D | +28.7% | +8.1% | +20.6% | +25.2% |
| 3M | +7.7% | -1.0% | +8.7% | +6.3% |
| 6M | -23.5% | +45.9% | -69.4% | -35.5% |
| YTD | -58.7% | +134.8% | -193.5% | -70.4% |
| 1Y | -63.4% | +104.6% | -168.0% | -72.7% |
| 3Y | -75.3% | +152.8% | -228.1% | -84.3% |
| 5Y | -84.4% | -17.4% | -66.9% | -86.3% |
| All | +508.5% | +21.8% | +486.7% | +288.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling