+218.3%
DHR vs TTD
+401.9%
-183.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -1.1% |
| 7D | -3.9% | +6.3% | -10.2% | -4.6% |
| 30D | +4.0% | -23.9% | +27.9% | +6.7% |
| 3M | +11.5% | -31.4% | +42.9% | +15.5% |
| 6M | +1.9% | -42.7% | +44.5% | +6.9% |
| YTD | -8.9% | -62.0% | +53.1% | +0.1% |
| 1Y | +5.1% | -72.2% | +77.3% | +19.4% |
| 3Y | -10.3% | -81.9% | +71.7% | +1.6% |
| 5Y | -27.8% | -81.5% | +53.8% | -23.1% |
| All | +218.3% | +401.9% | -183.6% | +152.4% |
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