+376.4%
TTD vs BX
+670.4%
-294.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.2% | +0.8% |
| 7D | -0.6% | -5.6% | +5.0% | +3.6% |
| 30D | +6.3% | -12.2% | +18.5% | +16.9% |
| 3M | -24.1% | +7.4% | -31.5% | -29.3% |
| 6M | -47.4% | +22.2% | -69.6% | -56.4% |
| YTD | -62.2% | -14.0% | -48.2% | -59.2% |
| 1Y | -68.3% | -27.3% | -41.0% | -61.4% |
| 3Y | -83.4% | +24.5% | -108.0% | -87.5% |
| 5Y | -80.3% | +18.9% | -99.2% | -84.6% |
| All | +376.4% | +670.4% | -294.0% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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