+379.4%
TTD vs DLR
+179.6%
+199.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | +6.3% | +1.6% | +4.8% | +5.5% |
| 30D | -23.9% | -3.4% | -20.5% | -22.7% |
| 3M | -31.4% | +0.5% | -31.9% | -32.3% |
| 6M | -42.7% | +4.6% | -47.2% | -45.1% |
| YTD | -62.0% | +23.4% | -85.4% | -67.0% |
| 1Y | -72.2% | +19.0% | -91.2% | -75.7% |
| 3Y | -81.9% | +56.5% | -138.5% | -87.1% |
| 5Y | -81.5% | +33.3% | -114.9% | -85.7% |
| All | +379.4% | +179.6% | +199.8% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling