-84.6%
TTD vs DAR
-37.0%
-47.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.7% | +10.8% | +13.8% |
| 7D | +19.0% | -2.8% | +21.7% | +20.3% |
| 30D | +23.6% | -12.8% | +36.4% | +29.4% |
| 3M | +8.2% | -11.6% | +19.8% | +11.9% |
| 6M | -35.3% | -16.8% | -18.5% | -31.9% |
| YTD | -60.7% | +45.9% | -106.6% | -67.4% |
| 1Y | -65.3% | +61.5% | -126.8% | -72.6% |
| 3Y | -80.6% | +23.0% | -103.5% | -84.0% |
| 5Y | -84.6% | -35.8% | -48.8% | -81.7% |
| All | -84.6% | -37.0% | -47.6% | -81.7% |
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