+62.2%
DIA vs TTD
-82.4%
+144.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.8% | -0.2% |
| 7D | -0.2% | +6.3% | -6.5% | -0.6% |
| 30D | -1.5% | -23.9% | +22.4% | +0.1% |
| 3M | +3.8% | -31.4% | +35.1% | +6.1% |
| 6M | +10.3% | -42.7% | +52.9% | +13.7% |
| YTD | +12.1% | -62.0% | +74.1% | +19.3% |
| 1Y | +18.6% | -72.2% | +90.9% | +29.3% |
| All | +62.2% | -82.4% | +144.5% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling