-30.4%
TTD vs DOW
-17.0%
-13.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.6% |
| 7D | -0.6% | -1.4% | +0.8% | -0.1% |
| 30D | +6.3% | -3.9% | +10.2% | +7.9% |
| 3M | -24.1% | -12.7% | -11.5% | -20.0% |
| 6M | -47.4% | -13.7% | -33.7% | -45.7% |
| YTD | -62.2% | +28.4% | -90.6% | -68.1% |
| 1Y | -68.3% | +21.8% | -90.1% | -72.9% |
| 3Y | -83.4% | -35.7% | -47.7% | -81.0% |
| 5Y | -80.3% | -36.8% | -43.5% | -77.2% |
| All | -30.4% | -17.0% | -13.4% | -42.9% |
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