+379.4%
TTD vs DRI
+370.2%
+9.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.1% |
| 7D | +6.3% | +0.6% | +5.8% | +6.1% |
| 30D | -23.9% | +3.8% | -27.7% | -25.7% |
| 3M | -31.4% | +13.0% | -44.4% | -36.1% |
| 6M | -42.7% | +8.3% | -51.0% | -45.5% |
| YTD | -62.0% | +20.6% | -82.6% | -66.0% |
| 1Y | -72.2% | +6.5% | -78.7% | -73.7% |
| 3Y | -81.9% | +53.7% | -135.7% | -86.0% |
| 5Y | -81.5% | +72.7% | -154.2% | -86.3% |
| All | +379.4% | +370.2% | +9.2% | +195.7% |
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