-68.3%
TTD vs BNS
+49.3%
-117.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.7% |
| 7D | -0.6% | -0.4% | -0.2% | -0.7% |
| 30D | +6.3% | +3.5% | +2.8% | +6.6% |
| 3M | -24.1% | +14.1% | -38.2% | -22.6% |
| 6M | -47.4% | +33.8% | -81.2% | -45.0% |
| YTD | -62.2% | +29.5% | -91.7% | -60.7% |
| 1Y | -68.3% | +48.4% | -116.7% | -67.1% |
| All | -68.3% | +49.3% | -117.6% | -67.1% |
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