+412.3%
TTD vs DG
+120.0%
+292.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.2% |
| 7D | +19.9% | +5.2% | +14.7% | +18.4% |
| 30D | +27.6% | +7.9% | +19.7% | +25.1% |
| 3M | +15.2% | +12.7% | +2.4% | +11.6% |
| 6M | -33.2% | +22.4% | -55.6% | -36.5% |
| YTD | -59.4% | +5.4% | -64.8% | -60.3% |
| 1Y | -64.4% | +39.4% | -103.7% | -67.5% |
| 3Y | -75.9% | +24.1% | -100.0% | -78.8% |
| 5Y | -82.6% | -32.2% | -50.4% | -80.4% |
| 10Y | +558.1% | +111.8% | +446.3% | +446.7% |
| All | +412.3% | +120.0% | +292.3% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling