-68.3%
TTD vs BG
+53.0%
-121.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.4% | +2.5% |
| 7D | -0.6% | +3.1% | -3.7% | -0.3% |
| 30D | +6.3% | +10.2% | -3.9% | +7.3% |
| 3M | -24.1% | -1.7% | -22.5% | -24.0% |
| 6M | -47.4% | +1.0% | -48.4% | -47.0% |
| YTD | -62.2% | +39.9% | -102.1% | -61.4% |
| 1Y | -68.3% | +53.2% | -121.5% | -67.4% |
| All | -68.3% | +53.0% | -121.3% | -67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling