+361.1%
TTD vs BP
+141.1%
+220.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.6% |
| 7D | -4.6% | +4.0% | -8.6% | -6.0% |
| 30D | +3.7% | +7.8% | -4.2% | +0.7% |
| 3M | -30.2% | +8.4% | -38.6% | -32.8% |
| 6M | -51.4% | +15.1% | -66.5% | -54.5% |
| YTD | -63.4% | +36.4% | -99.8% | -68.1% |
| 1Y | -73.5% | +40.9% | -114.4% | -77.3% |
| 3Y | -83.5% | +38.8% | -122.3% | -86.0% |
| 5Y | -80.9% | +141.1% | -222.0% | -87.5% |
| All | +361.1% | +141.1% | +220.0% | +216.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling