-42.7%
TTD vs BTI
-7.0%
-35.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.5% |
| 7D | +6.3% | -1.4% | +7.7% | +6.1% |
| 30D | -23.9% | -6.6% | -17.3% | -24.8% |
| 3M | -31.4% | -3.0% | -28.4% | -30.4% |
| 6M | -42.7% | -6.7% | -36.0% | -43.5% |
| All | -42.7% | -7.0% | -35.6% | -43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling