-83.4%
TTD vs BBY
+42.8%
-126.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.4% | +1.8% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | +6.3% | +9.4% | -3.1% | +3.5% |
| 3M | -24.1% | +19.3% | -43.5% | -28.0% |
| 6M | -47.4% | +47.9% | -95.4% | -53.6% |
| YTD | -62.2% | +39.6% | -101.8% | -66.1% |
| 1Y | -68.3% | +22.2% | -90.5% | -70.4% |
| 3Y | -83.4% | +45.0% | -128.4% | -86.0% |
| All | -83.4% | +42.8% | -126.2% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling