-72.0%
TTD vs BUD
+38.4%
-110.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.5% |
| 7D | +3.7% | +3.3% | +0.4% | +3.2% |
| 30D | +10.4% | +11.8% | -1.4% | +9.3% |
| 3M | -31.6% | -1.1% | -30.5% | -32.4% |
| 6M | -45.1% | +14.9% | -60.0% | -44.1% |
| YTD | -65.1% | +32.6% | -97.7% | -65.9% |
| 1Y | -72.0% | +37.2% | -109.2% | -72.9% |
| All | -72.0% | +38.4% | -110.4% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling