-72.2%
TTD vs DFNS
-98.3%
+26.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.4% |
| 7D | +6.3% | -16.0% | +22.3% | +6.7% |
| 30D | -23.9% | -77.7% | +53.8% | -21.4% |
| 3M | -31.4% | -77.2% | +45.8% | -31.1% |
| 6M | -42.7% | -95.2% | +52.5% | -38.4% |
| YTD | -62.0% | -98.0% | +36.0% | -58.4% |
| 1Y | -72.2% | -98.3% | +26.1% | -70.9% |
| All | -72.2% | -98.3% | +26.1% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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