+558.1%
TTD vs DLR
+179.9%
+378.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.8% | +3.1% |
| 7D | +19.9% | +0.3% | +19.6% | +19.9% |
| 30D | +27.6% | +1.2% | +26.5% | +26.8% |
| 3M | +15.2% | -4.8% | +20.0% | +17.4% |
| 6M | -33.2% | -6.1% | -27.1% | -32.1% |
| YTD | -59.4% | +19.3% | -78.7% | -64.2% |
| 1Y | -64.4% | +10.0% | -74.3% | -67.2% |
| 3Y | -75.9% | +53.8% | -129.7% | -82.6% |
| 5Y | -82.6% | +39.1% | -121.7% | -86.8% |
| 10Y | +558.1% | +188.1% | +370.0% | +291.6% |
| All | +558.1% | +179.9% | +378.3% | +291.6% |
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