+248.5%
DHR vs TTD
+505.0%
-256.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.0% |
| 7D | +2.6% | +20.8% | -18.2% | +0.3% |
| 30D | +4.2% | +27.1% | -22.9% | +1.2% |
| 3M | +13.0% | +14.7% | -1.7% | +10.9% |
| 6M | +40.2% | -26.8% | +67.0% | +43.5% |
| YTD | +2.0% | -59.2% | +61.3% | +11.1% |
| 1Y | +6.6% | -64.7% | +71.3% | +17.9% |
| 3Y | +19.9% | -75.8% | +95.8% | +31.4% |
| 5Y | -11.7% | -84.6% | +72.8% | -3.7% |
| All | +248.5% | +505.0% | -256.5% | +173.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling