+364.1%
TTD vs BNS
+183.4%
+180.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.1% |
| 7D | -7.4% | -2.2% | -5.2% | -6.0% |
| 30D | +3.0% | +4.5% | -1.5% | -0.3% |
| 3M | -27.6% | +14.9% | -42.5% | -34.7% |
| 6M | -49.5% | +32.5% | -82.0% | -59.2% |
| YTD | -63.2% | +28.6% | -91.8% | -69.8% |
| 1Y | -69.7% | +48.4% | -118.1% | -77.7% |
| 3Y | -83.3% | +130.8% | -214.1% | -91.3% |
| 5Y | -80.8% | +94.8% | -175.6% | -88.4% |
| All | +364.1% | +183.4% | +180.7% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling