+329.6%
TTD vs BBWI
-49.2%
+378.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.8% |
| 7D | +5.2% | -6.2% | +11.4% | +6.9% |
| 30D | +6.9% | +19.9% | -13.0% | +1.9% |
| 3M | -26.8% | +7.1% | -34.0% | -28.8% |
| 6M | -46.1% | +13.7% | -59.8% | -49.0% |
| YTD | -65.9% | +9.6% | -75.5% | -68.0% |
| 1Y | -71.8% | -1.6% | -70.2% | -73.1% |
| 3Y | -83.3% | -25.9% | -57.4% | -83.5% |
| 5Y | -81.1% | -67.8% | -13.3% | -77.7% |
| 10Y | +441.7% | -43.5% | +485.2% | +345.4% |
| All | +329.6% | -49.2% | +378.7% | +254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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