+361.1%
TTD vs DG
+98.6%
+262.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.4% |
| 7D | -4.6% | -4.8% | +0.2% | -3.4% |
| 30D | +3.7% | +1.8% | +1.9% | +3.2% |
| 3M | -30.2% | +14.5% | -44.7% | -32.5% |
| 6M | -51.4% | -13.6% | -37.8% | -49.8% |
| YTD | -63.4% | -4.8% | -58.6% | -63.3% |
| 1Y | -73.5% | +21.6% | -95.1% | -75.1% |
| 3Y | -83.5% | +4.5% | -87.9% | -84.6% |
| 5Y | -80.9% | -38.5% | -42.5% | -78.1% |
| All | +361.1% | +98.6% | +262.6% | +290.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling