-76.9%
TTD vs BTSG
+493.4%
-570.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +21.3% | +6.0% | +15.2% | +20.3% |
| 30D | +28.7% | +12.4% | +16.3% | +26.6% |
| 3M | +7.7% | +18.2% | -10.5% | +4.9% |
| 6M | -23.5% | +26.0% | -49.5% | -27.2% |
| YTD | -58.7% | +90.1% | -148.8% | -64.2% |
| 1Y | -63.4% | +124.3% | -187.7% | -69.5% |
| All | -76.9% | +493.4% | -570.4% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling