+508.5%
TTD vs DLR
+188.2%
+320.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.4% |
| 7D | +21.3% | +3.3% | +17.9% | +19.4% |
| 30D | +28.7% | +4.6% | +24.1% | +25.7% |
| 3M | +7.7% | -8.3% | +16.0% | +12.0% |
| 6M | -23.5% | -5.6% | -17.8% | -22.5% |
| YTD | -58.7% | +18.7% | -77.4% | -63.6% |
| 1Y | -63.4% | +17.1% | -80.5% | -67.5% |
| 3Y | -75.3% | +54.4% | -129.6% | -82.2% |
| 5Y | -84.4% | +36.5% | -120.8% | -88.1% |
| All | +508.5% | +188.2% | +320.3% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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