-72.2%
TTD vs BN
-6.5%
-65.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +6.3% | -2.5% | +8.8% | +7.3% |
| 30D | -23.9% | -9.5% | -14.4% | -20.9% |
| 3M | -31.4% | -10.4% | -21.0% | -28.5% |
| 6M | -42.7% | -6.4% | -36.3% | -41.3% |
| YTD | -62.0% | -11.9% | -50.1% | -59.6% |
| 1Y | -72.2% | -8.6% | -63.6% | -70.2% |
| All | -72.2% | -6.5% | -65.7% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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