+365.8%
TTD vs BUD
-22.5%
+388.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.5% |
| 7D | +1.7% | +0.8% | +1.0% | +1.4% |
| 30D | +1.6% | -4.8% | +6.4% | +3.8% |
| 3M | -27.8% | +1.4% | -29.2% | -28.3% |
| 6M | -52.1% | +9.9% | -62.0% | -54.3% |
| YTD | -63.1% | +26.3% | -89.4% | -67.2% |
| 1Y | -73.1% | +36.1% | -109.2% | -76.9% |
| 3Y | -83.3% | +48.6% | -131.9% | -86.9% |
| 5Y | -80.6% | +45.0% | -125.6% | -84.6% |
| All | +365.8% | -22.5% | +388.3% | +321.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling