+15.2%
TTD vs DG
+10.7%
+4.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.1% |
| 7D | +19.9% | +5.2% | +14.7% | +17.3% |
| 30D | +27.6% | +7.9% | +19.7% | +23.1% |
| 3M | +15.2% | +12.7% | +2.4% | +8.8% |
| All | +15.2% | +10.7% | +4.4% | +8.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling