+365.8%
TTD vs BTG
+134.1%
+231.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -2.5% |
| 7D | +1.7% | +4.8% | -3.1% | +1.3% |
| 30D | +1.6% | +8.3% | -6.8% | +0.7% |
| 3M | -27.8% | +32.3% | -60.1% | -30.8% |
| 6M | -52.1% | +3.0% | -55.1% | -52.9% |
| YTD | -63.1% | +21.9% | -85.0% | -64.8% |
| 1Y | -73.1% | +28.2% | -101.2% | -74.8% |
| 3Y | -83.3% | +99.9% | -183.2% | -85.6% |
| 5Y | -80.6% | +73.6% | -154.2% | -83.2% |
| All | +365.8% | +134.1% | +231.7% | +326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling