-5.2%
DHR vs TTD
-83.4%
+78.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -1.0% |
| 7D | -0.8% | +1.7% | -2.6% | -0.9% |
| 30D | +0.2% | +1.6% | -1.4% | +0.1% |
| 3M | +12.1% | -27.8% | +39.9% | +14.2% |
| 6M | +5.4% | -52.1% | +57.5% | +10.4% |
| YTD | -10.0% | -63.1% | +53.1% | -3.9% |
| 1Y | +4.1% | -73.1% | +77.1% | +13.6% |
| 3Y | -5.2% | -83.3% | +78.1% | -1.5% |
| All | -5.2% | -83.4% | +78.2% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling