-72.0%
TTD vs DT
-5.1%
-66.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +3.7% | -25.5% | +29.2% | +16.5% |
| 30D | +10.4% | -22.3% | +32.7% | +21.3% |
| 3M | -31.6% | +2.3% | -33.9% | -35.0% |
| 6M | -45.1% | +20.7% | -65.8% | -52.4% |
| YTD | -65.1% | +7.9% | -73.1% | -69.5% |
| 1Y | -72.0% | -5.7% | -66.3% | -74.7% |
| All | -72.0% | -5.1% | -66.9% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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