+361.1%
TTD vs DGX
+244.7%
+116.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.6% | -2.2% | -2.4% | -3.7% |
| 30D | +3.7% | -0.9% | +4.6% | +4.0% |
| 3M | -30.2% | +15.6% | -45.8% | -34.7% |
| 6M | -51.4% | +17.8% | -69.2% | -55.2% |
| YTD | -63.4% | +37.5% | -100.9% | -68.9% |
| 1Y | -73.5% | +31.2% | -104.7% | -77.1% |
| 3Y | -83.5% | +96.6% | -180.1% | -89.1% |
| 5Y | -80.9% | +64.9% | -145.9% | -86.2% |
| All | +361.1% | +244.7% | +116.4% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling