+376.4%
TTD vs DGX
+244.1%
+132.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +1.0% | +1.9% |
| 7D | -0.6% | -0.9% | +0.3% | -0.2% |
| 30D | +6.3% | -1.2% | +7.5% | +6.8% |
| 3M | -24.1% | +15.8% | -39.9% | -29.1% |
| 6M | -47.4% | +18.2% | -65.6% | -51.6% |
| YTD | -62.2% | +37.2% | -99.4% | -67.8% |
| 1Y | -68.3% | +30.4% | -98.7% | -72.5% |
| 3Y | -83.4% | +96.7% | -180.1% | -89.1% |
| 5Y | -80.3% | +67.2% | -147.5% | -85.9% |
| All | +376.4% | +244.1% | +132.3% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling