-80.6%
TTD vs BN
+35.3%
-115.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.3% | -0.5% |
| 7D | +1.7% | -1.2% | +2.9% | +2.9% |
| 30D | +1.6% | -10.9% | +12.5% | +12.7% |
| 3M | -27.8% | -11.1% | -16.8% | -20.0% |
| 6M | -52.1% | -4.4% | -47.8% | -51.3% |
| YTD | -63.1% | -14.1% | -48.9% | -58.7% |
| 1Y | -73.1% | -11.1% | -62.0% | -71.3% |
| 3Y | -83.3% | +75.6% | -158.8% | -92.0% |
| 5Y | -80.6% | +35.8% | -116.4% | -86.2% |
| All | -80.6% | +35.3% | -115.9% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling