+379.4%
TTD vs DAR
+402.2%
-22.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.0% |
| 7D | +6.3% | +1.4% | +5.0% | +5.6% |
| 30D | -23.9% | +12.8% | -36.7% | -28.1% |
| 3M | -31.4% | +7.4% | -38.7% | -34.1% |
| 6M | -42.7% | +22.3% | -64.9% | -48.5% |
| YTD | -62.0% | +81.1% | -143.1% | -71.5% |
| 1Y | -72.2% | +106.5% | -178.7% | -80.7% |
| 3Y | -81.9% | +5.3% | -87.2% | -83.8% |
| 5Y | -81.5% | -11.5% | -70.0% | -82.3% |
| All | +379.4% | +402.2% | -22.8% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling