-84.0%
TTD vs BX
+25.6%
-109.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +1.1% |
| 7D | -4.6% | -5.7% | +1.1% | -1.4% |
| 30D | +3.7% | -8.9% | +12.5% | +9.2% |
| 3M | -30.2% | +8.4% | -38.6% | -34.2% |
| 6M | -51.4% | +18.9% | -70.3% | -57.1% |
| YTD | -63.4% | -13.6% | -49.8% | -60.7% |
| 1Y | -73.5% | -22.4% | -51.1% | -69.9% |
| All | -84.0% | +25.6% | -109.6% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling