-68.3%
TTD vs DE
+45.1%
-113.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.6% |
| 7D | -0.6% | -2.6% | +1.9% | -1.3% |
| 30D | +6.3% | +9.0% | -2.7% | +9.2% |
| 3M | -24.1% | +19.1% | -43.3% | -19.3% |
| 6M | -47.4% | +14.4% | -61.8% | -43.9% |
| YTD | -62.2% | +45.9% | -108.2% | -59.3% |
| 1Y | -68.3% | +43.6% | -111.9% | -65.4% |
| All | -68.3% | +45.1% | -113.4% | -65.4% |
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