+361.1%
TTD vs BN
+258.3%
+102.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.5% |
| 7D | -4.6% | -3.0% | -1.6% | -2.2% |
| 30D | +3.7% | -13.0% | +16.7% | +15.8% |
| 3M | -30.2% | -15.2% | -15.0% | -20.5% |
| 6M | -51.4% | -5.9% | -45.5% | -49.9% |
| YTD | -63.4% | -15.8% | -47.7% | -58.9% |
| 1Y | -73.5% | -12.2% | -61.3% | -71.6% |
| 3Y | -83.5% | +72.2% | -155.7% | -90.3% |
| 5Y | -80.9% | +33.2% | -114.1% | -85.6% |
| All | +361.1% | +258.3% | +102.9% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling