-84.0%
TTD vs DOW
-35.5%
-48.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -4.6% | -6.0% | +1.4% | -2.8% |
| 30D | +3.7% | -2.7% | +6.4% | +4.4% |
| 3M | -30.2% | -10.5% | -19.7% | -28.0% |
| 6M | -51.4% | -12.4% | -39.0% | -50.5% |
| YTD | -63.4% | +30.0% | -93.5% | -68.5% |
| 1Y | -73.5% | +27.8% | -101.3% | -77.2% |
| All | -84.0% | -35.5% | -48.5% | -81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling