-75.9%
TTD vs DAL
+183.7%
-259.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.8% | +3.1% |
| 7D | +19.9% | +10.7% | +9.2% | +15.4% |
| 30D | +27.6% | +12.5% | +15.1% | +22.1% |
| 3M | +15.2% | +3.6% | +11.5% | +13.4% |
| 6M | -33.2% | +26.7% | -59.9% | -39.2% |
| YTD | -59.4% | +34.3% | -93.7% | -64.4% |
| 1Y | -64.4% | +59.1% | -123.5% | -71.3% |
| 3Y | -75.9% | +179.9% | -255.8% | -85.8% |
| All | -75.9% | +183.7% | -259.6% | -85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling