-83.3%
TTD vs DBX
+21.2%
-104.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.8% |
| 7D | +1.7% | -1.3% | +3.1% | +2.3% |
| 30D | +1.6% | -2.9% | +4.5% | +2.8% |
| 3M | -27.8% | +23.8% | -51.7% | -32.6% |
| 6M | -52.1% | +26.2% | -78.3% | -55.7% |
| YTD | -63.1% | +21.6% | -84.7% | -65.6% |
| 1Y | -73.1% | +11.4% | -84.5% | -74.4% |
| 3Y | -83.3% | +21.3% | -104.6% | -87.1% |
| All | -83.3% | +21.2% | -104.5% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling