-80.8%
TTD vs DAR
-11.0%
-69.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.1% |
| 7D | +6.3% | +1.4% | +5.0% | +5.8% |
| 30D | -23.9% | +12.8% | -36.7% | -27.4% |
| 3M | -31.4% | +7.4% | -38.7% | -33.7% |
| 6M | -42.7% | +22.3% | -64.9% | -47.7% |
| YTD | -62.0% | +81.1% | -143.1% | -70.5% |
| 1Y | -72.2% | +106.5% | -178.7% | -79.9% |
| 3Y | -81.9% | +5.3% | -87.2% | -82.8% |
| All | -80.8% | -11.0% | -69.9% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling