+365.8%
TTD vs DRI
+361.7%
+4.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.0% |
| 7D | +1.7% | -1.2% | +3.0% | +2.4% |
| 30D | +1.6% | -0.4% | +2.0% | +1.4% |
| 3M | -27.8% | +9.5% | -37.4% | -31.7% |
| 6M | -52.1% | +6.5% | -58.6% | -54.2% |
| YTD | -63.1% | +18.4% | -81.5% | -66.7% |
| 1Y | -73.1% | +4.2% | -77.3% | -74.2% |
| 3Y | -83.3% | +57.1% | -140.4% | -87.1% |
| 5Y | -80.6% | +70.4% | -151.0% | -85.5% |
| All | +365.8% | +361.7% | +4.1% | +190.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling