+329.6%
TTD vs BUD
-18.4%
+348.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.6% |
| 7D | +5.2% | +4.5% | +0.8% | +3.1% |
| 30D | +6.9% | +12.5% | -5.6% | +1.5% |
| 3M | -26.8% | 0.0% | -26.8% | -26.9% |
| 6M | -46.1% | +3.8% | -49.9% | -47.2% |
| YTD | -65.9% | +33.1% | -99.0% | -70.5% |
| 1Y | -71.8% | +35.5% | -107.3% | -75.8% |
| 3Y | -83.3% | +49.4% | -132.7% | -86.9% |
| 5Y | -81.1% | +48.0% | -129.2% | -85.1% |
| 10Y | +441.7% | -8.6% | +450.3% | +331.6% |
| All | +329.6% | -18.4% | +348.0% | +279.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling