+361.1%
TTD vs DLR
+180.7%
+180.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.6% | +2.9% | -7.5% | -6.1% |
| 30D | +3.7% | -1.2% | +4.8% | +4.1% |
| 3M | -30.2% | +2.9% | -33.1% | -32.0% |
| 6M | -51.4% | +6.7% | -58.1% | -53.9% |
| YTD | -63.4% | +23.9% | -87.3% | -68.3% |
| 1Y | -73.5% | +18.6% | -92.1% | -76.8% |
| 3Y | -83.5% | +59.7% | -143.1% | -88.3% |
| 5Y | -80.9% | +42.1% | -123.0% | -85.7% |
| All | +361.1% | +180.7% | +180.5% | +147.7% |
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