-81.7%
TTD vs BTDR
-44.0%
-37.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.6% | +10.0% | +2.0% |
| 7D | +21.3% | -6.9% | +28.2% | +21.8% |
| 30D | +28.7% | -31.5% | +60.3% | +31.6% |
| 3M | +7.7% | -36.1% | +43.8% | +10.0% |
| 6M | -23.5% | -57.6% | +34.2% | -20.7% |
| YTD | -58.7% | -50.0% | -8.6% | -58.2% |
| 1Y | -63.4% | -49.6% | -13.8% | -63.1% |
| 3Y | -75.3% | +48.5% | -123.8% | -76.8% |
| 5Y | -84.4% | -43.8% | -40.5% | -86.2% |
| All | -81.7% | -44.0% | -37.7% | -83.9% |
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