+31.9%
DIS vs TTD
+513.2%
-481.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.4% |
| 7D | +1.9% | +21.3% | -19.4% | -1.0% |
| 30D | +9.2% | +28.7% | -19.6% | +5.1% |
| 3M | +13.5% | +7.7% | +5.8% | +11.9% |
| 6M | +14.3% | -23.5% | +37.8% | +17.1% |
| YTD | +5.4% | -58.7% | +64.1% | +16.8% |
| 1Y | +12.2% | -63.4% | +75.6% | +26.4% |
| 3Y | +37.2% | -75.3% | +112.5% | +54.1% |
| 5Y | -23.1% | -84.4% | +61.2% | -13.7% |
| All | +31.9% | +513.2% | -481.4% | +15.0% |
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 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