-80.9%
TTD vs DBX
+8.9%
-89.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -2.7% |
| 7D | -4.6% | +0.3% | -4.9% | -4.8% |
| 30D | +3.7% | 0.0% | +3.7% | +3.7% |
| 3M | -30.2% | +26.1% | -56.3% | -41.0% |
| 6M | -51.4% | +29.4% | -80.8% | -60.1% |
| YTD | -63.4% | +24.4% | -87.9% | -69.1% |
| 1Y | -73.5% | +10.9% | -84.4% | -76.0% |
| 3Y | -83.5% | +24.1% | -107.5% | -88.6% |
| 5Y | -80.9% | +7.8% | -88.7% | -84.4% |
| All | -80.9% | +8.9% | -89.8% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling