-84.6%
TTD vs BND
-1.8%
-82.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.3% |
| 7D | +20.8% | -1.4% | +22.2% | +23.0% |
| 30D | +27.1% | +0.8% | +26.3% | +25.8% |
| 3M | +14.7% | -1.2% | +15.9% | +16.6% |
| 6M | -26.8% | -1.4% | -25.4% | -25.4% |
| YTD | -59.2% | -1.3% | -57.9% | -58.5% |
| 1Y | -64.7% | -1.2% | -63.4% | -64.1% |
| 3Y | -75.8% | +13.7% | -89.5% | -80.5% |
| 5Y | -84.6% | -1.7% | -82.9% | -87.9% |
| All | -84.6% | -1.8% | -82.8% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling