-84.0%
TTD vs BTDR
+7.6%
-91.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.8% |
| 7D | -4.6% | +14.8% | -19.4% | -5.7% |
| 30D | +3.7% | +41.8% | -38.1% | +0.4% |
| 3M | -30.2% | -29.2% | -1.0% | -29.0% |
| 6M | -51.4% | +66.2% | -117.6% | -55.0% |
| YTD | -63.4% | +10.0% | -73.4% | -65.0% |
| 1Y | -73.5% | -11.0% | -62.5% | -74.7% |
| All | -84.0% | +7.6% | -91.6% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling