+17.5%
DIA vs TTD
-73.2%
+90.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -1.0% |
| 7D | +0.1% | +1.7% | -1.7% | 0.0% |
| 30D | -2.1% | +1.6% | -3.7% | -2.1% |
| 3M | +4.2% | -27.8% | +32.0% | +5.2% |
| 6M | +11.9% | -52.1% | +64.0% | +14.6% |
| YTD | +10.8% | -63.1% | +73.9% | +16.0% |
| 1Y | +17.5% | -73.1% | +90.6% | +25.2% |
| All | +17.5% | -73.2% | +90.7% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling