-63.4%
TTD vs DBX
+9.0%
-72.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +21.3% | -3.3% | +24.5% | +22.7% |
| 30D | +28.7% | -5.9% | +34.6% | +32.6% |
| 3M | +7.7% | -6.7% | +14.4% | +11.3% |
| 6M | -23.5% | +28.0% | -51.5% | -33.9% |
| YTD | -58.7% | +20.6% | -79.3% | -64.9% |
| 1Y | -63.4% | +10.3% | -73.7% | -68.6% |
| All | -63.4% | +9.0% | -72.5% | -68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling