-84.6%
TTD vs D
+12.4%
-97.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | +20.8% | -3.1% | +23.8% | +21.3% |
| 30D | +27.1% | +8.4% | +18.8% | +25.7% |
| 3M | +14.7% | +0.2% | +14.5% | +14.5% |
| 6M | -26.8% | +9.5% | -36.3% | -28.0% |
| YTD | -59.2% | +18.8% | -78.1% | -60.5% |
| 1Y | -64.7% | +14.7% | -79.4% | -65.6% |
| 3Y | -75.8% | +72.9% | -148.8% | -79.4% |
| 5Y | -84.6% | +13.1% | -97.7% | -85.6% |
| All | -84.6% | +12.4% | -97.0% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling