+430.9%
TTD vs BB
+24.0%
+406.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +2.8% |
| 7D | +20.8% | +7.3% | +13.5% | +18.4% |
| 30D | +33.8% | +11.2% | +22.6% | +29.0% |
| 3M | +17.8% | +4.7% | +13.2% | +14.4% |
| 6M | -25.7% | +51.1% | -76.9% | -38.2% |
| YTD | -57.9% | +148.0% | -205.9% | -70.5% |
| 1Y | -63.8% | +106.1% | -170.0% | -73.2% |
| 3Y | -75.0% | +158.2% | -233.3% | -84.3% |
| 5Y | -82.5% | -10.8% | -71.7% | -85.0% |
| 10Y | +527.9% | +29.3% | +498.6% | +230.0% |
| All | +430.9% | +24.0% | +406.9% | +218.4% |
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