-85.4%
TTD vs BIL
+19.4%
-104.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +1.1% |
| 7D | +5.2% | -0.3% | +5.5% | +3.8% |
| 30D | +6.9% | 0.0% | +6.9% | +6.8% |
| 3M | -26.8% | +0.3% | -27.1% | -25.5% |
| 6M | -46.1% | +1.2% | -47.4% | -43.1% |
| YTD | -65.9% | +2.5% | -68.4% | -62.0% |
| 1Y | -71.8% | +3.0% | -74.9% | -67.5% |
| 3Y | -83.3% | +13.2% | -96.5% | -81.5% |
| All | -85.4% | +19.4% | -104.9% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling