-64.4%
TTD vs DAL
+55.6%
-119.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.8% | +3.2% |
| 7D | +19.9% | +10.7% | +9.2% | +17.5% |
| 30D | +27.6% | +12.5% | +15.1% | +24.5% |
| 3M | +15.2% | +3.6% | +11.5% | +13.5% |
| 6M | -33.2% | +26.7% | -59.9% | -34.7% |
| YTD | -59.4% | +34.3% | -93.7% | -59.5% |
| 1Y | -64.4% | +59.1% | -123.5% | -66.3% |
| All | -64.4% | +55.6% | -119.9% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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