+379.4%
TTD vs BNS
+186.4%
+193.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.6% |
| 7D | +6.3% | +1.5% | +4.8% | +5.3% |
| 30D | -23.9% | +6.0% | -29.8% | -27.1% |
| 3M | -31.4% | +16.3% | -47.7% | -38.7% |
| 6M | -42.7% | +28.8% | -71.4% | -52.8% |
| YTD | -62.0% | +30.0% | -92.0% | -69.0% |
| 1Y | -72.2% | +50.7% | -122.9% | -79.8% |
| 3Y | -81.9% | +125.4% | -207.3% | -90.5% |
| 5Y | -81.5% | +94.2% | -175.8% | -88.8% |
| All | +379.4% | +186.4% | +193.0% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling