-79.5%
TTD vs BTSG
+382.3%
-461.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.3% | +1.6% |
| 7D | -7.4% | -5.8% | -1.6% | -6.7% |
| 30D | +3.0% | 0.0% | +3.0% | +2.9% |
| 3M | -27.6% | -4.5% | -23.1% | -27.8% |
| 6M | -49.5% | +40.0% | -89.5% | -53.7% |
| YTD | -63.2% | +54.6% | -117.8% | -67.1% |
| 1Y | -69.7% | +106.1% | -175.8% | -74.7% |
| All | -79.5% | +382.3% | -461.8% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling