+364.1%
TTD vs BR
+190.9%
+173.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -7.4% | -6.0% | -1.5% | -2.3% |
| 30D | +3.0% | -0.9% | +3.9% | +3.7% |
| 3M | -27.6% | +16.4% | -44.0% | -37.3% |
| 6M | -49.5% | -8.2% | -41.3% | -45.8% |
| YTD | -63.2% | -23.2% | -40.0% | -54.2% |
| 1Y | -69.7% | -30.9% | -38.8% | -58.8% |
| 3Y | -83.3% | -5.0% | -78.4% | -83.5% |
| 5Y | -80.8% | +8.8% | -89.6% | -83.1% |
| All | +364.1% | +190.9% | +173.2% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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