-80.6%
TTD vs BIL
+19.4%
-100.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.8% |
| 7D | +1.7% | +0.1% | +1.7% | +2.2% |
| 30D | +1.6% | +0.3% | +1.3% | +3.1% |
| 3M | -27.8% | +0.9% | -28.7% | -25.3% |
| 6M | -52.1% | +1.8% | -53.9% | -48.6% |
| YTD | -63.1% | +2.5% | -65.5% | -59.2% |
| 1Y | -73.1% | +3.7% | -76.7% | -68.5% |
| 3Y | -83.3% | +14.1% | -97.4% | -83.9% |
| 5Y | -80.6% | +19.4% | -100.0% | -92.6% |
| All | -80.6% | +19.4% | -100.0% | -92.6% |
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 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