+34.2%
DIS vs TTD
+435.2%
-401.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +5.2% | +5.2% | 0.0% | +4.5% |
| 30D | +11.5% | +6.9% | +4.5% | +10.3% |
| 3M | +11.5% | -26.8% | +38.4% | +15.7% |
| 6M | +8.9% | -46.1% | +55.0% | +17.3% |
| YTD | +3.4% | -65.9% | +69.3% | +17.9% |
| 1Y | +7.2% | -71.8% | +79.0% | +25.5% |
| 3Y | +43.3% | -83.3% | +126.6% | +70.2% |
| 5Y | -31.4% | -81.1% | +49.7% | -24.1% |
| All | +34.2% | +435.2% | -401.0% | +16.2% |
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