+376.4%
TTD vs DHI
+414.5%
-38.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.8% |
| 7D | -0.6% | -3.4% | +2.8% | +1.2% |
| 30D | +6.3% | -5.4% | +11.7% | +9.4% |
| 3M | -24.1% | -10.4% | -13.7% | -20.5% |
| 6M | -47.4% | -2.8% | -44.7% | -47.9% |
| YTD | -62.2% | -3.4% | -58.8% | -62.9% |
| 1Y | -68.3% | -22.9% | -45.4% | -65.1% |
| 3Y | -83.4% | +20.7% | -104.1% | -87.3% |
| 5Y | -80.3% | +62.1% | -142.4% | -87.5% |
| All | +376.4% | +414.5% | -38.1% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling