+38.0%
DIS vs TTD
-75.1%
+113.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | -0.1% |
| 7D | +0.6% | +20.8% | -20.2% | -2.0% |
| 30D | +10.3% | +33.8% | -23.5% | +6.0% |
| 3M | +15.6% | +17.8% | -2.3% | +12.7% |
| 6M | +15.1% | -25.7% | +40.9% | +18.1% |
| YTD | +6.0% | -57.9% | +63.9% | +16.5% |
| 1Y | +5.7% | -63.8% | +69.5% | +18.6% |
| All | +38.0% | -75.1% | +113.1% | +44.8% |
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 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