+170.5%
TTD vs DBX
+20.1%
+150.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -1.9% | -3.1% |
| 7D | +6.3% | -2.4% | +8.8% | +7.8% |
| 30D | -23.9% | -0.5% | -23.4% | -23.7% |
| 3M | -31.4% | +28.1% | -59.4% | -39.8% |
| 6M | -42.7% | +33.1% | -75.8% | -51.0% |
| YTD | -62.0% | +25.3% | -87.3% | -66.5% |
| 1Y | -72.2% | +18.3% | -90.6% | -75.0% |
| 3Y | -81.9% | +25.0% | -107.0% | -85.4% |
| 5Y | -81.5% | +7.5% | -89.1% | -84.0% |
| All | +170.5% | +20.1% | +150.4% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling