-83.3%
TTD vs BTI
+113.6%
-196.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.8% |
| 7D | +1.7% | -1.4% | +3.1% | +1.9% |
| 30D | +1.6% | -7.0% | +8.6% | +2.1% |
| 3M | -27.8% | -6.3% | -21.5% | -27.4% |
| 6M | -52.1% | -2.0% | -50.1% | -52.0% |
| YTD | -63.1% | +0.2% | -63.3% | -63.4% |
| 1Y | -73.1% | +3.8% | -76.8% | -73.5% |
| 3Y | -83.3% | +112.1% | -195.4% | -87.1% |
| All | -83.3% | +113.6% | -196.9% | -87.1% |
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