-83.1%
TTD vs BTDR
+23.8%
-106.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.9% | -8.3% | -4.6% |
| 7D | +6.3% | +20.0% | -13.6% | +5.0% |
| 30D | -23.9% | +11.9% | -35.8% | -24.8% |
| 3M | -31.4% | -36.9% | +5.5% | -29.8% |
| 6M | -42.7% | +56.5% | -99.2% | -45.8% |
| YTD | -62.0% | +10.4% | -72.4% | -63.3% |
| 1Y | -72.2% | +3.1% | -75.3% | -73.5% |
| 3Y | -81.9% | -2.6% | -79.4% | -83.8% |
| 5Y | -81.5% | +25.2% | -106.7% | -84.6% |
| All | -83.1% | +23.8% | -106.9% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling