-83.9%
TTD vs BLK
+63.3%
-147.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | -7.4% | -5.2% | -2.2% | -4.4% |
| 30D | +3.0% | -7.0% | +10.1% | +7.7% |
| 3M | -27.6% | +5.7% | -33.2% | -30.2% |
| 6M | -49.5% | +11.0% | -60.5% | -53.4% |
| YTD | -63.2% | +0.9% | -64.1% | -63.8% |
| 1Y | -69.7% | -1.6% | -68.1% | -69.9% |
| All | -83.9% | +63.3% | -147.2% | -89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling