-65.5%
TTD vs DRI
+32.5%
-97.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.5% | +14.0% | +15.2% |
| 7D | +19.0% | +3.1% | +15.8% | +18.4% |
| 30D | +23.6% | +16.2% | +7.3% | +21.5% |
| 3M | +8.2% | +8.4% | -0.2% | +6.6% |
| 6M | -35.3% | +19.0% | -54.3% | -37.3% |
| YTD | -60.7% | +28.8% | -89.5% | -62.6% |
| All | -65.5% | +32.5% | -97.9% | -67.4% |
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