-72.2%
TTD vs BNY
+59.6%
-131.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | +6.3% | +1.4% | +4.9% | +6.0% |
| 30D | -23.9% | +3.8% | -27.7% | -24.7% |
| 3M | -31.4% | +14.9% | -46.3% | -34.1% |
| 6M | -42.7% | +40.3% | -83.0% | -48.5% |
| YTD | -62.0% | +43.8% | -105.7% | -66.1% |
| 1Y | -72.2% | +58.9% | -131.1% | -76.1% |
| All | -72.2% | +59.6% | -131.8% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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