+247.4%
DIA vs TTD
+419.3%
-171.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +15.5% | -13.3% | +0.7% |
| 7D | +0.8% | +19.0% | -18.2% | -1.0% |
| 30D | +1.4% | +23.6% | -22.2% | -0.8% |
| 3M | -2.7% | +8.2% | -10.9% | -3.7% |
| 6M | +6.2% | -35.3% | +41.5% | +9.8% |
| YTD | +10.1% | -60.7% | +70.8% | +18.8% |
| 1Y | +13.0% | -65.3% | +78.3% | +23.4% |
| 3Y | +61.9% | -80.6% | +142.4% | +79.1% |
| 5Y | +57.1% | -84.6% | +141.7% | +69.6% |
| 10Y | +240.9% | +550.5% | -309.7% | +165.1% |
| All | +247.4% | +419.3% | -171.9% | +172.8% |
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