+361.1%
TTD vs BLK
+272.9%
+88.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.8% |
| 7D | -4.6% | -2.7% | -1.9% | -2.4% |
| 30D | +3.7% | -4.8% | +8.4% | +7.9% |
| 3M | -30.2% | +6.5% | -36.7% | -34.2% |
| 6M | -51.4% | +13.2% | -64.6% | -57.2% |
| YTD | -63.4% | +1.8% | -65.2% | -64.9% |
| 1Y | -73.5% | -1.0% | -72.5% | -74.2% |
| 3Y | -83.5% | +66.0% | -149.4% | -90.1% |
| 5Y | -80.9% | +31.2% | -112.2% | -85.8% |
| All | +361.1% | +272.9% | +88.3% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling