-72.0%
TTD vs DRI
+34.0%
-106.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +2.2% |
| 7D | +3.7% | +6.5% | -2.8% | +2.8% |
| 30D | +10.4% | +16.4% | -6.0% | +8.6% |
| 3M | -31.6% | +13.6% | -45.2% | -33.1% |
| 6M | -45.1% | +22.0% | -67.1% | -47.0% |
| YTD | -65.1% | +29.3% | -94.4% | -66.9% |
| 1Y | -72.0% | +32.0% | -104.0% | -73.4% |
| All | -72.0% | +34.0% | -106.0% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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