+379.4%
TTD vs BTI
+74.0%
+305.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.0% |
| 7D | +6.3% | -1.4% | +7.7% | +6.8% |
| 30D | -23.9% | -6.6% | -17.3% | -22.3% |
| 3M | -31.4% | -3.0% | -28.4% | -31.0% |
| 6M | -42.7% | -6.7% | -36.0% | -42.0% |
| YTD | -62.0% | +0.6% | -62.5% | -62.6% |
| 1Y | -72.2% | +5.6% | -77.8% | -73.2% |
| 3Y | -81.9% | +110.3% | -192.3% | -86.7% |
| 5Y | -81.5% | +114.3% | -195.8% | -86.6% |
| All | +379.4% | +74.0% | +305.4% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling