+396.0%
TTD vs BB
+21.6%
+374.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +5.5% | +10.0% | +13.8% |
| 7D | +19.0% | +15.0% | +4.0% | +14.1% |
| 30D | +23.6% | +3.5% | +20.1% | +21.7% |
| 3M | +8.2% | +2.7% | +5.5% | +5.7% |
| 6M | -35.3% | +44.7% | -80.1% | -45.4% |
| YTD | -60.7% | +143.3% | -203.9% | -72.2% |
| 1Y | -65.3% | +102.2% | -167.5% | -74.1% |
| 3Y | -80.6% | +156.1% | -236.7% | -87.8% |
| 5Y | -84.6% | -17.6% | -67.0% | -86.5% |
| 10Y | +550.5% | +29.0% | +521.6% | +234.3% |
| All | +396.0% | +21.6% | +374.4% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling