+379.4%
TTD vs DG
+112.3%
+267.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.7% |
| 7D | +6.3% | +8.4% | -2.1% | +4.2% |
| 30D | -23.9% | +4.9% | -28.8% | -24.8% |
| 3M | -31.4% | +29.3% | -60.7% | -35.6% |
| 6M | -42.7% | -11.3% | -31.4% | -41.3% |
| YTD | -62.0% | +1.8% | -63.7% | -62.4% |
| 1Y | -72.2% | +25.3% | -97.5% | -74.0% |
| 3Y | -81.9% | +9.1% | -91.0% | -83.4% |
| 5Y | -81.5% | -34.9% | -46.7% | -79.1% |
| All | +379.4% | +112.3% | +267.1% | +299.0% |
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