+235.3%
DIA vs TTD
+505.0%
-269.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.1% |
| 7D | +1.6% | +20.8% | -19.2% | -0.4% |
| 30D | +1.2% | +27.1% | -25.9% | -1.3% |
| 3M | -2.4% | +14.7% | -17.1% | -4.0% |
| 6M | +5.7% | -26.8% | +32.5% | +7.9% |
| YTD | +9.9% | -59.2% | +69.2% | +18.3% |
| 1Y | +9.8% | -64.7% | +74.5% | +19.9% |
| 3Y | +59.8% | -75.8% | +135.6% | +73.3% |
| 5Y | +57.7% | -84.6% | +142.3% | +70.6% |
| All | +235.3% | +505.0% | -269.8% | +161.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling