-79.9%
TTD vs BNY
+256.6%
-336.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.6% | -1.3% | +0.7% | +0.4% |
| 30D | +6.3% | -0.2% | +6.5% | +6.3% |
| 3M | -24.1% | +14.9% | -39.1% | -32.6% |
| 6M | -47.4% | +40.0% | -87.4% | -60.4% |
| YTD | -62.2% | +42.0% | -104.2% | -72.1% |
| 1Y | -68.3% | +56.9% | -125.2% | -78.6% |
| 3Y | -83.4% | +289.9% | -373.3% | -95.2% |
| All | -79.9% | +256.6% | -336.4% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling