-72.0%
TTD vs DG
+45.3%
-117.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.5% | -5.6% | +0.2% |
| 7D | +3.7% | +12.3% | -8.6% | -0.3% |
| 30D | +10.4% | +19.3% | -8.9% | +4.2% |
| 3M | -31.6% | +11.9% | -43.4% | -34.2% |
| 6M | -45.1% | +25.0% | -70.1% | -48.6% |
| YTD | -65.1% | +8.7% | -73.9% | -67.7% |
| 1Y | -72.0% | +44.7% | -116.7% | -76.0% |
| All | -72.0% | +45.3% | -117.3% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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