-72.2%
TTD vs DRI
+6.9%
-79.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.3% |
| 7D | +6.3% | +0.6% | +5.8% | +6.3% |
| 30D | -23.9% | +3.8% | -27.7% | -24.5% |
| 3M | -31.4% | +13.0% | -44.4% | -33.3% |
| 6M | -42.7% | +8.3% | -51.0% | -43.7% |
| YTD | -62.0% | +20.6% | -82.6% | -63.9% |
| 1Y | -72.2% | +6.5% | -78.7% | -71.9% |
| All | -72.2% | +6.9% | -79.2% | -71.9% |
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