+23.7%
DIS vs TTD
+401.9%
-378.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.6% | -1.1% |
| 7D | -2.6% | +6.3% | -8.9% | -3.4% |
| 30D | +3.5% | -23.9% | +27.4% | +6.8% |
| 3M | +6.8% | -31.4% | +38.2% | +11.6% |
| 6M | +3.0% | -42.7% | +45.7% | +9.3% |
| YTD | -6.7% | -62.0% | +55.3% | +4.7% |
| 1Y | -10.1% | -72.2% | +62.1% | +5.0% |
| 3Y | +33.0% | -81.9% | +115.0% | +55.7% |
| 5Y | -40.0% | -81.5% | +41.6% | -33.9% |
| All | +23.7% | +401.9% | -378.2% | +8.9% |
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