-80.6%
TTD vs DG
-37.3%
-43.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.2% |
| 7D | +1.7% | -2.5% | +4.2% | +2.1% |
| 30D | +1.6% | +1.0% | +0.6% | +1.4% |
| 3M | -27.8% | +20.3% | -48.2% | -29.7% |
| 6M | -52.1% | -11.7% | -40.4% | -51.6% |
| YTD | -63.1% | -2.3% | -60.7% | -63.2% |
| 1Y | -73.1% | +20.0% | -93.1% | -73.9% |
| 3Y | -83.3% | +7.2% | -90.5% | -83.8% |
| 5Y | -80.6% | -37.9% | -42.7% | -77.0% |
| All | -80.6% | -37.3% | -43.4% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling