-64.7%
TTD vs DLR
+12.6%
-77.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | +20.8% | +5.0% | +15.7% | +20.1% |
| 30D | +27.1% | +3.0% | +24.1% | +26.6% |
| 3M | +14.7% | -6.3% | +20.9% | +14.8% |
| 6M | -26.8% | -4.8% | -22.1% | -27.4% |
| YTD | -59.2% | +21.0% | -80.3% | -61.4% |
| 1Y | -64.7% | +15.1% | -79.8% | -66.0% |
| All | -64.7% | +12.6% | -77.3% | -66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling