-80.6%
TTD vs DFNS
-99.9%
+19.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.2% |
| 3M | -27.8% | -72.4% | +44.6% | -28.5% |
| 6M | -52.1% | -95.2% | +43.1% | -52.4% |
| YTD | -63.1% | -98.0% | +34.9% | -63.2% |
| 1Y | -73.1% | -98.3% | +25.2% | -73.1% |
| 3Y | -83.3% | -99.9% | +16.6% | -83.3% |
| 5Y | -80.6% | -99.9% | +19.3% | -78.3% |
| All | -80.6% | -99.9% | +19.3% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling