-22.4%
TTD vs DOW
-6.9%
-15.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.3% | +2.2% |
| 7D | +20.8% | -0.5% | +21.3% | +21.0% |
| 30D | +33.8% | +15.7% | +18.1% | +25.0% |
| 3M | +17.8% | +5.3% | +12.5% | +14.2% |
| 6M | -25.7% | -14.2% | -11.5% | -21.6% |
| YTD | -57.9% | +43.9% | -101.8% | -66.4% |
| 1Y | -63.8% | +53.1% | -116.9% | -72.1% |
| 3Y | -75.0% | -21.8% | -53.2% | -74.1% |
| 5Y | -82.5% | -28.3% | -54.2% | -80.9% |
| All | -22.4% | -6.9% | -15.5% | -39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling