-80.6%
TTD vs BEN
+42.4%
-123.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +1.7% | +4.7% | -2.9% | -1.9% |
| 30D | +1.6% | +2.6% | -1.0% | -0.7% |
| 3M | -27.8% | +11.5% | -39.3% | -33.9% |
| 6M | -52.1% | +35.3% | -87.4% | -62.7% |
| YTD | -63.1% | +48.6% | -111.7% | -73.4% |
| 1Y | -73.1% | +46.7% | -119.7% | -80.5% |
| 3Y | -83.3% | +57.0% | -140.3% | -89.3% |
| 5Y | -80.6% | +41.8% | -122.4% | -86.0% |
| All | -80.6% | +42.4% | -123.0% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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