-72.0%
TTD vs DAR
+63.3%
-135.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.3% | +2.7% |
| 7D | +3.7% | -5.7% | +9.4% | +3.2% |
| 30D | +10.4% | -16.6% | +27.0% | +9.4% |
| 3M | -31.6% | -13.1% | -18.5% | -32.1% |
| 6M | -45.1% | -18.8% | -26.3% | -45.9% |
| YTD | -65.1% | +45.3% | -110.4% | -66.4% |
| 1Y | -72.0% | +60.6% | -132.6% | -74.3% |
| All | -72.0% | +63.3% | -135.3% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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