+5.1%
DHR vs TTD
-73.2%
+78.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -1.5% |
| 7D | -3.9% | +6.3% | -10.2% | -4.1% |
| 30D | +4.0% | -23.9% | +27.9% | +5.0% |
| 3M | +11.5% | -31.4% | +42.9% | +13.2% |
| 6M | +1.9% | -42.7% | +44.5% | +4.0% |
| YTD | -8.9% | -62.0% | +53.1% | -3.9% |
| 1Y | +5.1% | -72.2% | +77.3% | +12.4% |
| All | +5.1% | -73.2% | +78.3% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling