-80.6%
TTD vs DOW
-37.1%
-43.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -3.0% |
| 7D | +1.7% | -2.9% | +4.7% | +3.1% |
| 30D | +1.6% | +2.0% | -0.4% | +0.3% |
| 3M | -27.8% | -12.5% | -15.3% | -23.9% |
| 6M | -52.1% | -9.2% | -42.9% | -51.9% |
| YTD | -63.1% | +30.8% | -93.8% | -69.9% |
| 1Y | -73.1% | +29.4% | -102.5% | -78.3% |
| 3Y | -83.3% | -34.6% | -48.7% | -79.7% |
| 5Y | -80.6% | -35.9% | -44.7% | -75.7% |
| All | -80.6% | -37.1% | -43.5% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling