+161.9%
TTD vs DBX
+20.9%
+141.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.1% |
| 7D | -7.4% | -1.8% | -5.6% | -6.5% |
| 30D | +3.0% | +2.8% | +0.2% | +1.6% |
| 3M | -27.6% | +26.8% | -54.3% | -36.2% |
| 6M | -49.5% | +32.8% | -82.3% | -56.8% |
| YTD | -63.2% | +26.1% | -89.3% | -67.7% |
| 1Y | -69.7% | +14.1% | -83.9% | -72.3% |
| 3Y | -83.3% | +25.7% | -109.1% | -86.6% |
| 5Y | -80.8% | +11.2% | -92.0% | -83.5% |
| All | +161.9% | +20.9% | +141.0% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling