-72.0%
TTD vs DOW
+50.2%
-122.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.1% | +3.2% |
| 7D | +3.7% | -4.2% | +7.9% | +4.1% |
| 30D | +10.4% | +14.7% | -4.3% | +8.2% |
| 3M | -31.6% | +9.1% | -40.7% | -32.6% |
| 6M | -45.1% | -17.7% | -27.4% | -43.6% |
| YTD | -65.1% | +44.6% | -109.8% | -69.2% |
| 1Y | -72.0% | +51.9% | -123.9% | -76.1% |
| All | -72.0% | +50.2% | -122.2% | -76.1% |
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