-82.3%
TTD vs BIL
+14.1%
-96.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -3.9% |
| 7D | +6.3% | +0.1% | +6.2% | +7.8% |
| 30D | -23.9% | +0.3% | -24.2% | -20.1% |
| 3M | -31.4% | +0.9% | -32.3% | -22.4% |
| 6M | -42.7% | +1.8% | -44.5% | -26.5% |
| YTD | -62.0% | +2.4% | -64.4% | -46.2% |
| 1Y | -72.2% | +3.7% | -75.9% | -49.7% |
| All | -82.3% | +14.1% | -96.4% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling