-63.8%
TTD vs D
+16.5%
-80.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.6% |
| 7D | +20.8% | -2.4% | +23.2% | +20.5% |
| 30D | +33.8% | +9.0% | +24.9% | +35.3% |
| 3M | +17.8% | +1.0% | +16.9% | +17.1% |
| 6M | -25.7% | +11.0% | -36.7% | -25.2% |
| YTD | -57.9% | +19.8% | -77.7% | -55.9% |
| 1Y | -63.8% | +16.0% | -79.8% | -62.5% |
| All | -63.8% | +16.5% | -80.3% | -62.5% |
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 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