+261.3%
DHR vs TTD
+455.8%
-194.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -4.0% | -0.7% |
| 7D | +0.2% | +20.8% | -20.6% | -2.0% |
| 30D | +6.4% | +33.8% | -27.5% | +2.8% |
| 3M | +13.6% | +17.8% | -4.2% | +11.2% |
| 6M | +41.9% | -25.7% | +67.6% | +45.0% |
| YTD | +3.4% | -57.9% | +61.3% | +12.1% |
| 1Y | +9.9% | -63.8% | +73.7% | +21.1% |
| 3Y | +21.6% | -75.0% | +96.6% | +32.6% |
| 5Y | -10.6% | -82.5% | +72.0% | -3.8% |
| 10Y | +245.2% | +527.9% | -282.7% | +168.8% |
| All | +261.3% | +455.8% | -194.5% | +182.5% |
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 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