-84.0%
TTD vs BNS
+127.2%
-211.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -4.6% | -1.3% | -3.3% | -4.0% |
| 30D | +3.7% | +4.0% | -0.3% | +1.9% |
| 3M | -30.2% | +13.8% | -44.0% | -34.5% |
| 6M | -51.4% | +32.7% | -84.1% | -58.0% |
| YTD | -63.4% | +27.6% | -91.0% | -67.9% |
| 1Y | -73.5% | +47.4% | -120.9% | -79.0% |
| All | -84.0% | +127.2% | -211.1% | -91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling