+420.9%
TTD vs BR
+232.8%
+188.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +0.9% |
| 7D | +21.3% | +1.1% | +20.2% | +20.3% |
| 30D | +28.7% | +14.4% | +14.4% | +14.4% |
| 3M | +7.7% | +12.4% | -4.7% | -3.0% |
| 6M | -23.5% | +35.4% | -58.9% | -41.7% |
| YTD | -58.7% | -12.2% | -46.5% | -54.3% |
| 1Y | -63.4% | -12.7% | -50.7% | -59.4% |
| 3Y | -75.3% | +14.3% | -89.6% | -79.2% |
| 5Y | -84.4% | +19.3% | -103.7% | -87.3% |
| 10Y | +516.1% | +278.1% | +238.0% | +95.7% |
| All | +420.9% | +232.8% | +188.2% | +100.2% |
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