+420.9%
TTD vs BDX
+88.6%
+332.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +21.3% | +2.9% | +18.4% | +19.8% |
| 30D | +28.7% | +15.4% | +13.3% | +20.9% |
| 3M | +7.7% | +20.5% | -12.8% | -0.9% |
| 6M | -23.5% | +53.2% | -76.7% | -37.0% |
| YTD | -58.7% | +45.7% | -104.4% | -65.5% |
| 1Y | -63.4% | +47.3% | -110.7% | -69.7% |
| 3Y | -75.3% | +25.1% | -100.3% | -78.7% |
| 5Y | -84.4% | +27.4% | -111.8% | -86.8% |
| 10Y | +516.1% | +95.4% | +420.7% | +323.0% |
| All | +420.9% | +88.6% | +332.4% | +293.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling