-38.0%
TTD vs BBIO
+136.7%
-174.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -0.6% | -3.2% | +2.6% | 0.0% |
| 30D | +6.3% | -13.6% | +19.9% | +9.5% |
| 3M | -24.1% | +7.2% | -31.4% | -25.8% |
| 6M | -47.4% | +1.5% | -48.9% | -48.2% |
| YTD | -62.2% | -5.3% | -56.9% | -62.5% |
| 1Y | -68.3% | +37.7% | -106.0% | -71.3% |
| 3Y | -83.4% | +153.9% | -237.3% | -87.7% |
| 5Y | -80.3% | +43.9% | -124.2% | -88.5% |
| All | -38.0% | +136.7% | -174.7% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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