+379.4%
TTD vs BP
+131.3%
+248.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.6% |
| 7D | +6.3% | +3.9% | +2.4% | +4.8% |
| 30D | -23.9% | +7.6% | -31.5% | -26.0% |
| 3M | -31.4% | +0.7% | -32.1% | -32.1% |
| 6M | -42.7% | +15.5% | -58.2% | -46.5% |
| YTD | -62.0% | +30.8% | -92.8% | -66.4% |
| 1Y | -72.2% | +34.3% | -106.5% | -75.8% |
| 3Y | -81.9% | +35.1% | -117.0% | -84.6% |
| 5Y | -81.5% | +126.8% | -208.4% | -87.6% |
| All | +379.4% | +131.3% | +248.1% | +233.6% |
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