+508.5%
TTD vs DG
+105.2%
+403.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +21.3% | +0.3% | +21.0% | +21.3% |
| 30D | +28.7% | +3.2% | +25.5% | +27.7% |
| 3M | +7.7% | +10.4% | -2.7% | +4.9% |
| 6M | -23.5% | +33.2% | -56.6% | -28.6% |
| YTD | -58.7% | +3.0% | -61.7% | -59.3% |
| 1Y | -63.4% | +31.2% | -94.6% | -66.1% |
| 3Y | -75.3% | +21.8% | -97.1% | -78.0% |
| 5Y | -84.4% | -35.0% | -49.4% | -82.2% |
| All | +508.5% | +105.2% | +403.3% | +450.4% |
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