-49.8%
TTD vs BNY
+42.0%
-91.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -4.6% | +0.3% | -4.9% | -4.6% |
| 30D | +3.7% | +1.9% | +1.7% | +3.3% |
| 3M | -30.2% | +13.9% | -44.1% | -31.3% |
| All | -49.8% | +42.0% | -91.8% | -52.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling