+329.6%
TTD vs DRI
+394.8%
-65.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.4% |
| 7D | +5.2% | +2.8% | +2.4% | +3.8% |
| 30D | +6.9% | +13.3% | -6.3% | +0.7% |
| 3M | -26.8% | +8.2% | -35.0% | -30.1% |
| 6M | -46.1% | +17.5% | -63.7% | -50.9% |
| YTD | -65.9% | +26.9% | -92.8% | -70.4% |
| 1Y | -71.8% | +31.6% | -103.4% | -76.0% |
| 3Y | -83.3% | +67.0% | -150.3% | -87.5% |
| 5Y | -81.1% | +72.9% | -154.0% | -86.0% |
| 10Y | +441.7% | +371.3% | +70.4% | +213.2% |
| All | +329.6% | +394.8% | -65.2% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling