-84.6%
TTD vs DLR
+36.4%
-121.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +3.4% | +12.1% | +13.5% |
| 7D | +19.0% | +2.4% | +16.6% | +17.6% |
| 30D | +23.6% | +0.7% | +22.8% | +22.9% |
| 3M | +8.2% | -6.4% | +14.6% | +11.6% |
| 6M | -35.3% | -6.5% | -28.8% | -34.0% |
| YTD | -60.7% | +18.8% | -79.5% | -66.1% |
| 1Y | -65.3% | +9.0% | -74.3% | -68.4% |
| 3Y | -80.6% | +54.5% | -135.1% | -87.5% |
| 5Y | -84.6% | +35.8% | -120.5% | -88.6% |
| All | -84.6% | +36.4% | -121.0% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling