-85.1%
TTD vs BR
+18.8%
-103.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +0.9% |
| 7D | +21.3% | +1.1% | +20.2% | +20.2% |
| 30D | +28.7% | +14.4% | +14.4% | +13.5% |
| 3M | +7.7% | +12.4% | -4.7% | -3.7% |
| 6M | -23.5% | +35.4% | -58.9% | -42.9% |
| YTD | -58.7% | -12.2% | -46.5% | -53.6% |
| 1Y | -63.4% | -12.7% | -50.7% | -58.7% |
| 3Y | -75.3% | +14.3% | -89.6% | -80.7% |
| All | -85.1% | +18.8% | -103.9% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling