-72.0%
TTD vs BP
+35.3%
-107.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.2% | +7.0% | +2.1% |
| 7D | +3.7% | -8.4% | +12.1% | +2.2% |
| 30D | +10.4% | +2.2% | +8.2% | +10.7% |
| 3M | -31.6% | +8.8% | -40.4% | -30.6% |
| 6M | -45.1% | -0.5% | -44.6% | -44.6% |
| YTD | -65.1% | +36.2% | -101.4% | -63.4% |
| 1Y | -72.0% | +36.6% | -108.6% | -71.0% |
| All | -72.0% | +35.3% | -107.2% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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