-80.9%
TTD vs DE
+96.1%
-177.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -4.6% | -3.0% | -1.6% | -3.5% |
| 30D | +3.7% | +11.1% | -7.5% | -0.4% |
| 3M | -30.2% | +17.6% | -47.8% | -34.8% |
| 6M | -51.4% | +13.6% | -65.0% | -54.5% |
| YTD | -63.4% | +46.3% | -109.7% | -70.4% |
| 1Y | -73.5% | +44.2% | -117.7% | -78.5% |
| 3Y | -83.5% | +76.6% | -160.0% | -88.0% |
| 5Y | -80.9% | +98.2% | -179.2% | -87.6% |
| All | -80.9% | +96.1% | -177.0% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling