+558.1%
TTD vs BP
+124.7%
+433.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +19.9% | -6.3% | +26.2% | +22.5% |
| 30D | +27.6% | -3.6% | +31.3% | +28.7% |
| 3M | +15.2% | +5.2% | +9.9% | +12.2% |
| 6M | -33.2% | +5.3% | -38.5% | -35.4% |
| YTD | -59.4% | +33.1% | -92.5% | -64.5% |
| 1Y | -64.4% | +26.3% | -90.6% | -68.3% |
| 3Y | -75.9% | +47.5% | -123.4% | -80.1% |
| 5Y | -82.6% | +106.2% | -188.8% | -87.9% |
| 10Y | +558.1% | +127.0% | +431.2% | +370.5% |
| All | +558.1% | +124.7% | +433.4% | +370.5% |
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