+240.0%
DIA vs TTD
+349.7%
-109.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -0.9% | +5.2% | -6.2% | -1.4% |
| 30D | +0.3% | +6.9% | -6.7% | -0.5% |
| 3M | -4.5% | -26.8% | +22.3% | -2.1% |
| 6M | +3.4% | -46.1% | +49.5% | +8.8% |
| YTD | +7.8% | -65.9% | +73.7% | +18.1% |
| 1Y | +10.7% | -71.8% | +82.6% | +23.6% |
| 3Y | +57.5% | -83.3% | +140.8% | +77.1% |
| 5Y | +53.7% | -81.1% | +134.9% | +61.9% |
| 10Y | +247.2% | +441.7% | -194.5% | +174.4% |
| All | +240.0% | +349.7% | -109.7% | +171.0% |
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