-68.7%
TTD vs DFNS
-99.9%
+31.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -1.0% |
| 7D | -4.6% | +4.6% | -9.2% | -4.6% |
| 30D | +3.7% | -73.9% | +77.5% | +4.2% |
| 3M | -30.2% | -71.7% | +41.5% | -30.9% |
| 6M | -51.4% | -94.6% | +43.2% | -51.6% |
| YTD | -63.4% | -98.1% | +34.6% | -63.5% |
| 1Y | -73.5% | -98.3% | +24.8% | -73.6% |
| 3Y | -83.5% | -99.9% | +16.4% | -83.4% |
| 5Y | -80.9% | -99.9% | +18.9% | -80.8% |
| All | -68.7% | -99.9% | +31.2% | -68.1% |
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