+46.4%
DRAM vs TTD
-29.1%
+75.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -2.4% |
| 7D | -14.7% | +19.9% | -34.6% | -13.3% |
| 30D | -28.9% | +27.6% | -56.6% | -26.7% |
| 3M | -18.1% | +15.2% | -33.2% | -17.0% |
| 6M | -23.0% | -33.2% | +10.2% | -25.1% |
| All | +46.4% | -29.1% | +75.5% | +43.4% |
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