+379.4%
TTD vs BUD
-21.9%
+401.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | +6.3% | +0.3% | +6.1% | +6.2% |
| 30D | -23.9% | -5.7% | -18.2% | -21.9% |
| 3M | -31.4% | +3.1% | -34.5% | -32.4% |
| 6M | -42.7% | +7.9% | -50.5% | -44.9% |
| YTD | -62.0% | +27.3% | -89.3% | -66.4% |
| 1Y | -72.2% | +37.8% | -110.0% | -76.3% |
| 3Y | -81.9% | +49.8% | -131.8% | -85.9% |
| 5Y | -81.5% | +43.8% | -125.4% | -85.3% |
| All | +379.4% | -21.9% | +401.3% | +332.2% |
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