+329.6%
TTD vs BP
+135.1%
+194.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +5.2% | -11.6% | +16.8% | +9.5% |
| 30D | +6.9% | 0.0% | +6.9% | +6.5% |
| 3M | -26.8% | +6.7% | -33.6% | -29.0% |
| 6M | -46.1% | +2.2% | -48.3% | -47.4% |
| YTD | -65.9% | +33.0% | -98.9% | -70.2% |
| 1Y | -71.8% | +30.7% | -102.6% | -75.3% |
| 3Y | -83.3% | +44.2% | -127.5% | -86.1% |
| 5Y | -81.1% | +105.1% | -186.3% | -86.8% |
| 10Y | +441.7% | +133.5% | +308.2% | +282.2% |
| All | +329.6% | +135.1% | +194.5% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling