+376.4%
TTD vs BG
+177.0%
+199.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.4% | +3.1% |
| 7D | -0.6% | +3.1% | -3.7% | -1.5% |
| 30D | +6.3% | +10.2% | -3.9% | +3.3% |
| 3M | -24.1% | -1.7% | -22.5% | -24.2% |
| 6M | -47.4% | +1.0% | -48.4% | -48.1% |
| YTD | -62.2% | +39.9% | -102.1% | -66.4% |
| 1Y | -68.3% | +53.2% | -121.5% | -72.8% |
| 3Y | -83.4% | +16.3% | -99.7% | -84.8% |
| 5Y | -80.3% | +83.9% | -164.2% | -85.2% |
| All | +376.4% | +177.0% | +199.4% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling