-73.5%
TTD vs BIL
+3.7%
-77.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.6% | +0.1% | -4.7% | -4.0% |
| 30D | +3.7% | +0.3% | +3.4% | +5.8% |
| 3M | -30.2% | +0.9% | -31.1% | -32.5% |
| 6M | -51.4% | +1.8% | -53.2% | -55.3% |
| YTD | -63.4% | +2.5% | -65.9% | -66.6% |
| 1Y | -73.5% | +3.7% | -77.2% | -75.6% |
| All | -73.5% | +3.7% | -77.2% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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