-72.2%
TTD vs DOW
+30.0%
-102.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.3% | -4.0% |
| 7D | +6.3% | -2.4% | +8.7% | +6.7% |
| 30D | -23.9% | +0.4% | -24.3% | -23.9% |
| 3M | -31.4% | -14.4% | -17.0% | -29.9% |
| 6M | -42.7% | -7.0% | -35.7% | -43.3% |
| YTD | -62.0% | +30.2% | -92.2% | -64.7% |
| 1Y | -72.2% | +29.2% | -101.4% | -74.2% |
| All | -72.2% | +30.0% | -102.2% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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