-69.1%
TTD vs BTG
+24.8%
-93.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.2% |
| 7D | -7.4% | -5.5% | -2.0% | -8.2% |
| 30D | +3.0% | +6.1% | -3.1% | +4.2% |
| 3M | -27.6% | +38.6% | -66.2% | -23.0% |
| 6M | -49.5% | +0.7% | -50.2% | -46.4% |
| YTD | -63.2% | +20.3% | -83.5% | -61.5% |
| All | -69.1% | +24.8% | -93.9% | -70.1% |
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