-75.3%
TTD vs BG
+6.5%
-81.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.2% |
| 7D | +21.3% | +2.6% | +18.7% | +21.0% |
| 30D | +28.7% | -6.7% | +35.4% | +29.5% |
| 3M | +7.7% | -9.3% | +17.0% | +8.5% |
| 6M | -23.5% | -18.3% | -5.1% | -22.0% |
| YTD | -58.7% | +16.2% | -74.9% | -60.4% |
| 1Y | -63.4% | +7.6% | -71.0% | -64.4% |
| 3Y | -75.3% | +6.6% | -81.9% | -76.3% |
| All | -75.3% | +6.5% | -81.8% | -76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling