-72.0%
TTD vs DE
+49.6%
-121.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +3.3% |
| 7D | +3.7% | +5.6% | -1.9% | +5.1% |
| 30D | +10.4% | -0.8% | +11.3% | +10.0% |
| 3M | -31.6% | +9.8% | -41.4% | -29.4% |
| 6M | -45.1% | +17.5% | -62.6% | -41.1% |
| YTD | -65.1% | +46.5% | -111.6% | -62.1% |
| 1Y | -72.0% | +46.1% | -118.1% | -69.7% |
| All | -72.0% | +49.6% | -121.6% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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