+365.8%
TTD vs DAR
+417.0%
-51.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.8% | -4.1% |
| 7D | +1.7% | -0.9% | +2.6% | +2.0% |
| 30D | +1.6% | +13.0% | -11.4% | -4.1% |
| 3M | -27.8% | +15.0% | -42.8% | -32.8% |
| 6M | -52.1% | +26.8% | -79.0% | -57.7% |
| YTD | -63.1% | +86.4% | -149.5% | -72.7% |
| 1Y | -73.1% | +115.1% | -188.2% | -81.6% |
| 3Y | -83.3% | +14.6% | -97.9% | -85.6% |
| 5Y | -80.6% | -8.8% | -71.8% | -81.6% |
| All | +365.8% | +417.0% | -51.2% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling