-83.3%
TTD vs D
+79.5%
-162.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | +5.2% | +3.0% | +2.2% | +5.2% |
| 30D | +6.9% | +11.5% | -4.5% | +7.1% |
| 3M | -26.8% | +3.7% | -30.6% | -26.9% |
| 6M | -46.1% | +13.5% | -59.7% | -46.1% |
| YTD | -65.9% | +20.7% | -86.7% | -65.9% |
| 1Y | -71.8% | +18.2% | -90.1% | -71.8% |
| 3Y | -83.3% | +73.3% | -156.6% | -85.0% |
| All | -83.3% | +79.5% | -162.8% | -85.0% |
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