-80.8%
TTD vs DAL
+106.7%
-187.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -5.3% |
| 7D | +6.3% | +0.1% | +6.2% | +6.2% |
| 30D | -23.9% | -13.9% | -10.0% | -17.6% |
| 3M | -31.4% | +1.1% | -32.5% | -32.1% |
| 6M | -42.7% | +26.2% | -68.9% | -50.9% |
| YTD | -62.0% | +16.4% | -78.4% | -66.2% |
| 1Y | -72.2% | +33.9% | -106.1% | -77.6% |
| 3Y | -81.9% | +93.4% | -175.3% | -89.5% |
| All | -80.8% | +106.7% | -187.5% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling