-72.0%
TTD vs BLK
+17.9%
-89.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.6% | +0.8% |
| 7D | +3.7% | +5.7% | -2.1% | +1.5% |
| 30D | +10.4% | +14.8% | -4.4% | +4.9% |
| 3M | -31.6% | +8.8% | -40.4% | -33.8% |
| 6M | -45.1% | +17.6% | -62.7% | -48.4% |
| YTD | -65.1% | +16.3% | -81.4% | -66.0% |
| 1Y | -72.0% | +18.0% | -90.0% | -73.0% |
| All | -72.0% | +17.9% | -89.9% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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