-85.1%
TTD vs BDX
+27.1%
-112.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +21.3% | +2.9% | +18.4% | +20.1% |
| 30D | +28.7% | +15.4% | +13.3% | +22.6% |
| 3M | +7.7% | +20.5% | -12.8% | +0.9% |
| 6M | -23.5% | +53.2% | -76.7% | -34.0% |
| YTD | -58.7% | +45.7% | -104.4% | -64.0% |
| 1Y | -63.4% | +47.3% | -110.7% | -68.3% |
| 3Y | -75.3% | +25.1% | -100.3% | -77.9% |
| All | -85.1% | +27.1% | -112.2% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling