-73.1%
TTD vs BN
-11.2%
-61.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.3% | -1.8% |
| 7D | +1.7% | -1.2% | +2.9% | +2.3% |
| 30D | +1.6% | -10.9% | +12.5% | +6.3% |
| 3M | -27.8% | -11.1% | -16.8% | -24.4% |
| 6M | -52.1% | -4.4% | -47.8% | -51.4% |
| YTD | -63.1% | -14.1% | -48.9% | -60.4% |
| 1Y | -73.1% | -11.1% | -62.0% | -70.7% |
| All | -73.1% | -11.2% | -61.8% | -70.7% |
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