-80.6%
TTD vs DFNS
-100.0%
+19.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -3.0% | +18.5% | +15.5% |
| 7D | +19.0% | -42.8% | +61.8% | +19.3% |
| 30D | +23.6% | -67.6% | +91.1% | +24.3% |
| 3M | +8.2% | -94.9% | +103.1% | +9.7% |
| 6M | -35.3% | -96.7% | +61.4% | -35.3% |
| YTD | -60.7% | -99.6% | +38.9% | -60.5% |
| 1Y | -65.3% | -99.7% | +34.5% | -65.1% |
| 3Y | -80.6% | -100.0% | +19.4% | -80.3% |
| All | -80.6% | -100.0% | +19.4% | -80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling