-73.5%
TTD vs DG
+17.9%
-91.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.3% |
| 7D | -4.6% | -4.8% | +0.2% | -3.3% |
| 30D | +3.7% | +1.8% | +1.9% | +3.1% |
| 3M | -30.2% | +14.5% | -44.7% | -32.0% |
| 6M | -51.4% | -13.6% | -37.8% | -52.2% |
| YTD | -63.4% | -4.8% | -58.6% | -64.4% |
| 1Y | -73.5% | +21.6% | -95.1% | -74.5% |
| All | -73.5% | +17.9% | -91.4% | -74.5% |
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