-65.2%
TTD vs DFNS
-100.0%
+34.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +12.8% | -9.5% | +3.2% |
| 7D | +19.9% | -37.0% | +56.9% | +20.2% |
| 30D | +27.6% | -63.4% | +91.0% | +28.2% |
| 3M | +15.2% | -94.1% | +109.2% | +16.6% |
| 6M | -33.2% | -96.3% | +63.1% | -33.3% |
| YTD | -59.4% | -99.6% | +40.2% | -59.2% |
| 1Y | -64.4% | -99.7% | +35.3% | -64.2% |
| 3Y | -75.9% | -100.0% | +24.1% | -75.6% |
| 5Y | -82.6% | -100.0% | +17.4% | -82.4% |
| All | -65.2% | -100.0% | +34.8% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling