-83.9%
TTD vs DGX
+93.2%
-177.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.5% | +0.4% |
| 7D | -7.4% | -3.5% | -4.0% | -7.9% |
| 30D | +3.0% | -2.7% | +5.7% | +2.6% |
| 3M | -27.6% | +13.9% | -41.5% | -25.8% |
| 6M | -49.5% | +16.0% | -65.5% | -47.9% |
| YTD | -63.2% | +34.9% | -98.1% | -61.3% |
| 1Y | -69.7% | +30.6% | -100.3% | -68.3% |
| All | -83.9% | +93.2% | -177.0% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling