-72.0%
TTD vs D
+23.9%
-95.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.6% | +3.5% |
| 7D | +3.7% | +8.5% | -4.8% | +5.0% |
| 30D | +10.4% | +14.3% | -3.9% | +12.9% |
| 3M | -31.6% | +1.8% | -33.4% | -32.0% |
| 6M | -45.1% | +13.0% | -58.1% | -44.4% |
| YTD | -65.1% | +22.7% | -87.9% | -62.9% |
| 1Y | -72.0% | +22.6% | -94.6% | -70.2% |
| All | -72.0% | +23.9% | -95.9% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling