-73.1%
TTD vs DFNS
-98.3%
+25.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.8% |
| 7D | +1.7% | +0.8% | +0.9% | +1.7% |
| 30D | +1.6% | -73.2% | +74.8% | +4.3% |
| 3M | -27.8% | -72.4% | +44.6% | -28.4% |
| 6M | -52.1% | -95.2% | +43.1% | -48.6% |
| YTD | -63.1% | -98.0% | +34.9% | -59.6% |
| 1Y | -73.1% | -98.3% | +25.2% | -72.0% |
| All | -73.1% | -98.3% | +25.2% | -72.0% |
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