-83.3%
TTD vs BN
+90.6%
-173.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.5% |
| 7D | +5.2% | +5.3% | -0.1% | +1.6% |
| 30D | +6.9% | +11.9% | -5.0% | -0.6% |
| 3M | -26.8% | -5.7% | -21.1% | -24.2% |
| 6M | -46.1% | -10.6% | -35.5% | -42.5% |
| YTD | -65.9% | -9.4% | -56.6% | -64.2% |
| 1Y | -71.8% | -8.8% | -63.0% | -70.6% |
| 3Y | -83.3% | +95.6% | -178.9% | -90.9% |
| All | -83.3% | +90.6% | -173.9% | -90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling