+379.4%
TTD vs BR
+198.9%
+180.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -1.4% |
| 7D | +6.3% | -5.3% | +11.6% | +11.5% |
| 30D | -23.9% | +6.4% | -30.3% | -28.5% |
| 3M | -31.4% | +13.6% | -45.0% | -39.2% |
| 6M | -42.7% | -6.7% | -36.0% | -39.4% |
| YTD | -62.0% | -21.1% | -40.9% | -53.8% |
| 1Y | -72.2% | -29.6% | -42.6% | -62.8% |
| 3Y | -81.9% | -2.4% | -79.6% | -82.5% |
| 5Y | -81.5% | +11.2% | -92.8% | -84.1% |
| All | +379.4% | +198.9% | +180.5% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling