-64.4%
TTD vs DAR
+57.1%
-121.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.3% |
| 7D | +19.9% | -3.8% | +23.7% | +19.3% |
| 30D | +27.6% | -14.4% | +42.1% | +26.2% |
| 3M | +15.2% | -17.9% | +33.1% | +13.6% |
| 6M | -33.2% | -18.3% | -14.9% | -34.2% |
| YTD | -59.4% | +43.2% | -102.6% | -61.4% |
| 1Y | -64.4% | +57.7% | -122.1% | -67.6% |
| All | -64.4% | +57.1% | -121.4% | -67.6% |
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