-75.3%
TTD vs BTI
+149.4%
-224.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | +21.3% | +1.6% | +19.6% | +21.2% |
| 30D | +28.7% | +9.2% | +19.5% | +28.0% |
| 3M | +7.7% | +9.6% | -1.9% | +7.0% |
| 6M | -23.5% | -2.4% | -21.0% | -23.8% |
| YTD | -58.7% | +14.2% | -72.9% | -59.3% |
| 1Y | -63.4% | +20.3% | -83.7% | -64.2% |
| 3Y | -75.3% | +147.4% | -222.7% | -79.0% |
| All | -75.3% | +149.4% | -224.7% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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