+430.9%
TTD vs DG
+120.2%
+310.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +20.8% | -3.0% | +23.8% | +21.8% |
| 30D | +33.8% | +8.6% | +25.2% | +31.0% |
| 3M | +17.8% | +15.0% | +2.8% | +13.6% |
| 6M | -25.7% | +32.7% | -58.4% | -30.8% |
| YTD | -57.9% | +5.5% | -63.4% | -58.8% |
| 1Y | -63.8% | +34.6% | -98.4% | -66.8% |
| 3Y | -75.0% | +24.2% | -99.3% | -78.0% |
| 5Y | -82.5% | -32.3% | -50.3% | -80.4% |
| 10Y | +527.9% | +111.1% | +416.8% | +423.6% |
| All | +430.9% | +120.2% | +310.7% | +337.2% |
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