-27.9%
DHR vs TTD
-80.8%
+52.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -2.4% | -4.6% | +2.2% | -1.9% |
| 30D | -2.2% | +3.7% | -5.8% | -2.7% |
| 3M | +9.0% | -30.2% | +39.2% | +12.8% |
| 6M | +3.5% | -51.4% | +54.9% | +11.4% |
| YTD | -10.1% | -63.4% | +53.3% | -0.1% |
| 1Y | +6.2% | -73.5% | +79.7% | +22.6% |
| 3Y | -5.4% | -83.5% | +78.1% | +8.2% |
| 5Y | -27.9% | -80.9% | +53.0% | -26.2% |
| All | -27.9% | -80.8% | +52.9% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling