-79.4%
TTD vs BTSG
+421.3%
-500.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.9% | -3.3% |
| 7D | +1.7% | +5.7% | -4.0% | +0.9% |
| 30D | +1.6% | +0.2% | +1.4% | +1.5% |
| 3M | -27.8% | +5.6% | -33.5% | -29.2% |
| 6M | -52.1% | +50.8% | -102.9% | -56.6% |
| YTD | -63.1% | +67.0% | -130.1% | -67.3% |
| 1Y | -73.1% | +145.5% | -218.6% | -78.2% |
| All | -79.4% | +421.3% | -500.7% | -86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling