-72.0%
TTD vs BNS
+52.0%
-124.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.8% |
| 7D | +3.7% | +2.0% | +1.7% | +3.6% |
| 30D | +10.4% | +7.8% | +2.7% | +10.5% |
| 3M | -31.6% | +11.7% | -43.3% | -30.9% |
| 6M | -45.1% | +28.2% | -73.3% | -43.0% |
| YTD | -65.1% | +34.8% | -99.9% | -63.7% |
| 1Y | -72.0% | +51.1% | -123.0% | -71.9% |
| All | -72.0% | +52.0% | -124.0% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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