+6.1%
DHR vs TTD
-64.0%
+70.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | +1.2% | +21.3% | -20.1% | +0.2% |
| 30D | +3.7% | +28.7% | -25.0% | +2.5% |
| 3M | +14.5% | +7.7% | +6.8% | +13.7% |
| 6M | +40.9% | -23.5% | +64.4% | +41.6% |
| YTD | +2.4% | -58.7% | +61.1% | +9.0% |
| 1Y | +6.1% | -63.4% | +69.5% | +14.2% |
| All | +6.1% | -64.0% | +70.1% | +14.2% |
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