+361.1%
TTD vs DHI
+418.4%
-57.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -4.6% | -2.3% | -2.3% | -3.4% |
| 30D | +3.7% | -5.3% | +8.9% | +6.5% |
| 3M | -30.2% | -7.8% | -22.5% | -28.1% |
| 6M | -51.4% | -5.4% | -46.0% | -51.1% |
| YTD | -63.4% | -2.7% | -60.8% | -64.2% |
| 1Y | -73.5% | -21.0% | -52.6% | -71.2% |
| 3Y | -83.5% | +22.2% | -105.6% | -87.4% |
| 5Y | -80.9% | +62.2% | -143.1% | -87.9% |
| All | +361.1% | +418.4% | -57.3% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling