-85.1%
TTD vs BNS
+78.5%
-163.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +21.3% | +0.9% | +20.3% | +20.6% |
| 30D | +28.7% | +2.8% | +26.0% | +26.2% |
| 3M | +7.7% | +3.0% | +4.7% | +4.9% |
| 6M | -23.5% | +23.3% | -46.7% | -36.8% |
| YTD | -58.7% | +29.3% | -88.0% | -67.8% |
| 1Y | -63.4% | +41.7% | -105.1% | -74.0% |
| 3Y | -75.3% | +147.7% | -223.0% | -90.8% |
| All | -85.1% | +78.5% | -163.7% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling