+420.9%
TTD vs BX
+627.4%
-206.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.3% |
| 7D | +21.3% | +0.6% | +20.7% | +21.1% |
| 30D | +28.7% | +14.2% | +14.5% | +16.8% |
| 3M | +7.7% | -18.7% | +26.4% | +25.1% |
| 6M | -23.5% | +2.5% | -25.9% | -26.6% |
| YTD | -58.7% | -18.8% | -39.9% | -53.6% |
| 1Y | -63.4% | -10.3% | -53.1% | -62.0% |
| 3Y | -75.3% | +35.4% | -110.7% | -82.6% |
| 5Y | -84.4% | +0.3% | -84.6% | -86.2% |
| 10Y | +516.1% | +668.4% | -152.3% | +80.9% |
| All | +420.9% | +627.4% | -206.5% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling