+379.4%
TTD vs BBWI
-53.6%
+433.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -5.1% |
| 7D | +6.3% | +1.5% | +4.8% | +5.9% |
| 30D | -23.9% | -5.2% | -18.7% | -23.2% |
| 3M | -31.4% | +11.1% | -42.5% | -33.9% |
| 6M | -42.7% | -13.4% | -29.3% | -41.9% |
| YTD | -62.0% | +0.1% | -62.1% | -63.2% |
| 1Y | -72.2% | -36.1% | -36.1% | -70.1% |
| 3Y | -81.9% | -44.1% | -37.9% | -80.7% |
| 5Y | -81.5% | -66.2% | -15.3% | -78.2% |
| All | +379.4% | -53.6% | +433.0% | +307.2% |
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