-69.9%
TTD vs DBX
+11.3%
-81.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -2.3% |
| 7D | -4.6% | +0.3% | -4.9% | -4.7% |
| 30D | +3.7% | 0.0% | +3.7% | +3.7% |
| 3M | -30.2% | +26.1% | -56.3% | -37.8% |
| 6M | -51.4% | +29.4% | -80.8% | -57.7% |
| YTD | -63.4% | +24.4% | -87.9% | -68.4% |
| All | -69.9% | +11.3% | -81.2% | -73.4% |
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