+527.9%
TTD vs D
+47.5%
+480.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +20.8% | -2.4% | +23.2% | +21.4% |
| 30D | +33.8% | +9.0% | +24.9% | +31.3% |
| 3M | +17.8% | +1.0% | +16.9% | +17.5% |
| 6M | -25.7% | +11.0% | -36.7% | -27.6% |
| YTD | -57.9% | +19.8% | -77.7% | -59.8% |
| 1Y | -63.8% | +16.0% | -79.8% | -65.3% |
| 3Y | -75.0% | +74.4% | -149.4% | -78.9% |
| 5Y | -82.5% | +13.5% | -96.1% | -83.6% |
| 10Y | +527.9% | +48.4% | +479.5% | +481.9% |
| All | +527.9% | +47.5% | +480.4% | +481.9% |
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