+558.1%
TTD vs DAR
+269.9%
+288.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +4.0% |
| 7D | +19.9% | -3.8% | +23.7% | +22.0% |
| 30D | +27.6% | -14.4% | +42.1% | +35.6% |
| 3M | +15.2% | -17.9% | +33.1% | +23.9% |
| 6M | -33.2% | -18.3% | -14.9% | -28.5% |
| YTD | -59.4% | +43.2% | -102.6% | -66.6% |
| 1Y | -64.4% | +57.7% | -122.1% | -72.1% |
| 3Y | -75.9% | +22.7% | -98.6% | -80.5% |
| 5Y | -82.6% | -34.0% | -48.6% | -81.0% |
| 10Y | +558.1% | +279.5% | +278.7% | +155.9% |
| All | +558.1% | +269.9% | +288.2% | +155.9% |
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