+365.8%
TTD vs BX
+703.1%
-337.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.7% |
| 7D | +1.7% | -2.0% | +3.7% | +3.3% |
| 30D | +1.6% | -2.3% | +3.9% | +3.1% |
| 3M | -27.8% | +18.5% | -46.4% | -37.6% |
| 6M | -52.1% | +23.7% | -75.8% | -60.6% |
| YTD | -63.1% | -10.4% | -52.7% | -61.3% |
| 1Y | -73.1% | -19.6% | -53.5% | -69.8% |
| 3Y | -83.3% | +30.8% | -114.1% | -87.8% |
| 5Y | -80.6% | +24.3% | -105.0% | -85.3% |
| All | +365.8% | +703.1% | -337.4% | +27.6% |
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