-72.0%
TTD vs BDX
+54.0%
-126.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +1.2% |
| 7D | +3.7% | +7.2% | -3.5% | +1.6% |
| 30D | +10.4% | +15.8% | -5.4% | +6.3% |
| 3M | -31.6% | +23.7% | -55.3% | -35.1% |
| 6M | -45.1% | +44.8% | -89.9% | -49.1% |
| YTD | -65.1% | +39.8% | -104.9% | -67.9% |
| 1Y | -72.0% | +52.3% | -124.3% | -75.3% |
| All | -72.0% | +54.0% | -126.0% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling