-72.0%
TTD vs DHI
+9.6%
-81.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +1.6% |
| 7D | +3.7% | +9.8% | -6.1% | +2.0% |
| 30D | +10.4% | +17.8% | -7.4% | +7.7% |
| 3M | -31.6% | +4.7% | -36.3% | -32.6% |
| 6M | -45.1% | +10.0% | -55.1% | -46.3% |
| YTD | -65.1% | +10.0% | -75.1% | -66.6% |
| 1Y | -72.0% | +9.1% | -81.1% | -73.9% |
| All | -72.0% | +9.6% | -81.6% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling