-75.9%
TTD vs D
+74.2%
-150.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | +19.9% | +2.4% | +17.5% | +19.9% |
| 30D | +27.6% | +10.9% | +16.7% | +27.9% |
| 3M | +15.2% | +2.8% | +12.3% | +15.1% |
| 6M | -33.2% | +12.7% | -45.9% | -33.2% |
| YTD | -59.4% | +20.3% | -79.7% | -59.4% |
| 1Y | -64.4% | +17.1% | -81.5% | -64.3% |
| 3Y | -75.9% | +75.1% | -151.1% | -78.4% |
| All | -75.9% | +74.2% | -150.1% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling