+40.2%
DHR vs TTD
-28.9%
+69.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.2% |
| 7D | +2.6% | +20.8% | -18.2% | +2.0% |
| 30D | +4.2% | +27.1% | -22.9% | +3.7% |
| 3M | +13.0% | +14.7% | -1.7% | +12.5% |
| 6M | +40.2% | -26.8% | +67.0% | +40.2% |
| All | +40.2% | -28.9% | +69.1% | +40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling