+550.5%
TTD vs D
+42.1%
+508.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.5% | +16.0% | +15.6% |
| 7D | +19.0% | +0.8% | +18.2% | +18.7% |
| 30D | +23.6% | +10.7% | +12.9% | +20.9% |
| 3M | +8.2% | +2.3% | +5.9% | +7.6% |
| 6M | -35.3% | +12.5% | -47.8% | -37.1% |
| YTD | -60.7% | +20.1% | -80.8% | -62.5% |
| 1Y | -65.3% | +15.6% | -80.8% | -66.6% |
| 3Y | -80.6% | +75.2% | -155.7% | -83.6% |
| 5Y | -84.6% | +14.6% | -99.2% | -85.6% |
| 10Y | +550.5% | +43.8% | +506.8% | +496.8% |
| All | +550.5% | +42.1% | +508.4% | +496.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling