+379.4%
TTD vs D
+34.1%
+345.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -3.9% | -4.3% |
| 7D | +6.3% | +1.5% | +4.9% | +6.0% |
| 30D | -23.9% | -2.6% | -21.3% | -23.5% |
| 3M | -31.4% | 0.0% | -31.4% | -31.4% |
| 6M | -42.7% | +7.4% | -50.0% | -43.8% |
| YTD | -62.0% | +15.9% | -77.9% | -63.4% |
| 1Y | -72.2% | +18.1% | -90.3% | -73.4% |
| 3Y | -81.9% | +58.4% | -140.3% | -84.4% |
| 5Y | -81.5% | +5.2% | -86.7% | -82.4% |
| All | +379.4% | +34.1% | +345.3% | +355.5% |
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