+379.4%
TTD vs DAL
+139.0%
+240.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -5.1% |
| 7D | +6.3% | +0.1% | +6.2% | +6.2% |
| 30D | -23.9% | -13.9% | -10.0% | -19.0% |
| 3M | -31.4% | +1.1% | -32.5% | -31.9% |
| 6M | -42.7% | +26.2% | -68.9% | -49.0% |
| YTD | -62.0% | +16.4% | -78.4% | -65.2% |
| 1Y | -72.2% | +33.9% | -106.1% | -76.3% |
| 3Y | -81.9% | +93.4% | -175.3% | -87.3% |
| 5Y | -81.5% | +106.4% | -187.9% | -87.5% |
| All | +379.4% | +139.0% | +240.4% | +247.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling