+379.4%
TTD vs BG
+168.6%
+210.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.0% |
| 7D | +6.3% | +2.8% | +3.5% | +5.5% |
| 30D | -23.9% | +12.0% | -35.9% | -26.4% |
| 3M | -31.4% | -7.7% | -23.7% | -30.1% |
| 6M | -42.7% | +4.5% | -47.2% | -44.0% |
| YTD | -62.0% | +35.7% | -97.7% | -65.9% |
| 1Y | -72.2% | +50.1% | -122.3% | -76.0% |
| 3Y | -81.9% | +12.6% | -94.6% | -83.3% |
| 5Y | -81.5% | +75.4% | -157.0% | -85.9% |
| All | +379.4% | +168.6% | +210.8% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling