+365.8%
TTD vs BDX
+54.0%
+311.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.2% | -1.5% |
| 7D | +1.7% | -4.3% | +6.0% | +3.8% |
| 30D | +1.6% | +1.3% | +0.3% | +0.9% |
| 3M | -27.8% | +20.2% | -48.1% | -33.7% |
| 6M | -52.1% | +8.6% | -60.7% | -54.2% |
| YTD | -63.1% | +19.0% | -82.0% | -66.3% |
| 1Y | -73.1% | +21.2% | -94.2% | -75.7% |
| 3Y | -83.3% | -9.7% | -73.6% | -83.1% |
| 5Y | -80.6% | -3.4% | -77.2% | -81.3% |
| All | +365.8% | +54.0% | +311.8% | +284.9% |
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 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