-79.9%
TTD vs BDX
-2.2%
-77.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -0.6% | -3.2% | +2.5% | +0.4% |
| 30D | +6.3% | -2.5% | +8.9% | +7.1% |
| 3M | -24.1% | +21.4% | -45.5% | -29.1% |
| 6M | -47.4% | +10.4% | -57.8% | -49.3% |
| YTD | -62.2% | +18.8% | -81.1% | -64.7% |
| 1Y | -68.3% | +21.7% | -90.0% | -70.7% |
| 3Y | -83.4% | -10.0% | -73.5% | -82.8% |
| All | -79.9% | -2.2% | -77.6% | -79.9% |
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