+257.8%
DHR vs TTD
+445.4%
-187.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +1.2% | +21.3% | -20.1% | -1.1% |
| 30D | +3.7% | +28.7% | -25.0% | +0.6% |
| 3M | +14.5% | +7.7% | +6.8% | +13.2% |
| 6M | +40.9% | -23.5% | +64.4% | +43.5% |
| YTD | +2.4% | -58.7% | +61.1% | +11.2% |
| 1Y | +6.1% | -63.4% | +69.5% | +16.8% |
| 3Y | +21.0% | -75.3% | +96.3% | +32.1% |
| 5Y | -11.4% | -84.4% | +73.0% | -3.5% |
| 10Y | +241.8% | +516.1% | -274.3% | +166.7% |
| All | +257.8% | +445.4% | -187.6% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling