+379.4%
TTD vs BBY
+237.3%
+142.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.2% | -7.6% | -5.9% |
| 7D | +6.3% | +9.5% | -3.2% | +1.6% |
| 30D | -23.9% | +6.8% | -30.7% | -26.7% |
| 3M | -31.4% | +28.9% | -60.2% | -39.8% |
| 6M | -42.7% | +37.8% | -80.5% | -52.4% |
| YTD | -62.0% | +38.7% | -100.7% | -68.7% |
| 1Y | -72.2% | +23.7% | -95.9% | -76.0% |
| 3Y | -81.9% | +39.1% | -121.1% | -86.5% |
| 5Y | -81.5% | -0.4% | -81.1% | -83.7% |
| All | +379.4% | +237.3% | +142.1% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling