+379.4%
TTD vs BEN
+63.1%
+316.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -6.2% |
| 7D | +6.3% | +0.2% | +6.1% | +6.0% |
| 30D | -23.9% | -0.5% | -23.3% | -23.7% |
| 3M | -31.4% | +9.7% | -41.1% | -34.8% |
| 6M | -42.7% | +33.9% | -76.6% | -51.2% |
| YTD | -62.0% | +49.0% | -111.0% | -69.5% |
| 1Y | -72.2% | +42.1% | -114.3% | -77.2% |
| 3Y | -81.9% | +51.9% | -133.8% | -86.1% |
| 5Y | -81.5% | +39.0% | -120.6% | -85.1% |
| All | +379.4% | +63.1% | +316.3% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling