-80.6%
TTD vs DAR
+21.9%
-102.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.7% | +10.8% | +14.6% |
| 7D | +19.0% | -2.8% | +21.7% | +19.5% |
| 30D | +23.6% | -12.8% | +36.4% | +26.3% |
| 3M | +8.2% | -11.6% | +19.8% | +9.9% |
| 6M | -35.3% | -16.8% | -18.5% | -33.6% |
| YTD | -60.7% | +45.9% | -106.6% | -64.6% |
| 1Y | -65.3% | +61.5% | -126.8% | -69.6% |
| 3Y | -80.6% | +23.0% | -103.5% | -82.8% |
| All | -80.6% | +21.9% | -102.4% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling