-63.4%
TTD vs DLR
+13.8%
-77.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.6% |
| 7D | +21.3% | +3.3% | +17.9% | +20.8% |
| 30D | +28.7% | +4.6% | +24.1% | +28.4% |
| 3M | +7.7% | -8.3% | +16.0% | +8.0% |
| 6M | -23.5% | -5.6% | -17.8% | -24.1% |
| YTD | -58.7% | +18.7% | -77.4% | -60.6% |
| 1Y | -63.4% | +17.1% | -80.5% | -64.9% |
| All | -63.4% | +13.8% | -77.2% | -64.9% |
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