-72.2%
TTD vs BTG
+38.4%
-110.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.6% |
| 7D | +6.3% | -0.9% | +7.2% | +6.1% |
| 30D | -23.9% | +36.8% | -60.7% | -18.6% |
| 3M | -31.4% | +23.1% | -54.5% | -26.9% |
| 6M | -42.7% | +3.5% | -46.1% | -38.8% |
| YTD | -62.0% | +25.5% | -87.5% | -59.8% |
| 1Y | -72.2% | +40.1% | -112.3% | -72.0% |
| All | -72.2% | +38.4% | -110.6% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling