-83.3%
TTD vs BLDR
-54.9%
-28.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.0% | -1.5% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | +1.6% | -16.2% | +17.8% | +6.6% |
| 3M | -27.8% | -14.4% | -13.4% | -25.8% |
| 6M | -52.1% | -32.8% | -19.3% | -47.3% |
| YTD | -63.1% | -39.2% | -23.9% | -58.3% |
| 1Y | -73.1% | -57.7% | -15.4% | -65.8% |
| 3Y | -83.3% | -55.3% | -28.0% | -80.7% |
| All | -83.3% | -54.9% | -28.4% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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