-75.6%
TTD vs BND
+14.1%
-89.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | +20.8% | -1.4% | +22.2% | +21.9% |
| 30D | +27.1% | +0.8% | +26.3% | +26.4% |
| 3M | +14.7% | -1.2% | +15.9% | +15.4% |
| 6M | -26.8% | -1.4% | -25.4% | -26.3% |
| YTD | -59.2% | -1.3% | -57.9% | -59.0% |
| 1Y | -64.7% | -1.2% | -63.4% | -64.5% |
| All | -75.6% | +14.1% | -89.8% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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