-85.1%
TTD vs BTG
+30.0%
-115.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +21.3% | -9.1% | +30.3% | +22.4% |
| 30D | +28.7% | -1.6% | +30.3% | +28.8% |
| 3M | +7.7% | -2.8% | +10.5% | +7.7% |
| 6M | -23.5% | -7.6% | -15.9% | -22.9% |
| YTD | -58.7% | +10.2% | -68.9% | -60.6% |
| 1Y | -63.4% | +21.3% | -84.7% | -65.9% |
| 3Y | -75.3% | +82.7% | -158.0% | -80.0% |
| All | -85.1% | +30.0% | -115.1% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling