+329.6%
TTD vs DAL
+160.7%
+168.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | 0.0% |
| 7D | +5.2% | +8.8% | -3.6% | +1.5% |
| 30D | +6.9% | +5.4% | +1.6% | +4.6% |
| 3M | -26.8% | -4.9% | -21.9% | -25.4% |
| 6M | -46.1% | +19.8% | -66.0% | -50.4% |
| YTD | -65.9% | +27.0% | -92.9% | -69.9% |
| 1Y | -71.8% | +52.5% | -124.3% | -77.2% |
| 3Y | -83.3% | +173.8% | -257.2% | -89.9% |
| 5Y | -81.1% | +104.5% | -185.7% | -87.2% |
| 10Y | +441.7% | +129.7% | +312.0% | +268.6% |
| All | +329.6% | +160.7% | +168.9% | +199.5% |
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