-84.0%
TTD vs BTG
+99.9%
-183.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.0% |
| 7D | -4.6% | +2.4% | -7.0% | -4.6% |
| 30D | +3.7% | +9.5% | -5.8% | +3.7% |
| 3M | -30.2% | +38.5% | -68.7% | -30.3% |
| 6M | -51.4% | +5.6% | -57.0% | -50.5% |
| YTD | -63.4% | +23.9% | -87.4% | -63.8% |
| 1Y | -73.5% | +32.1% | -105.6% | -74.3% |
| All | -84.0% | +99.9% | -183.9% | -84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling