-47.6%
TTD vs DT
+98.4%
-146.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.4% |
| 7D | -4.6% | -0.5% | -4.1% | -4.2% |
| 30D | +3.7% | +0.1% | +3.6% | +3.3% |
| 3M | -30.2% | +24.1% | -54.3% | -40.9% |
| 6M | -51.4% | +30.1% | -81.5% | -61.1% |
| YTD | -63.4% | +16.8% | -80.2% | -68.5% |
| 1Y | -73.5% | -0.1% | -73.4% | -74.5% |
| 3Y | -83.5% | +6.8% | -90.3% | -85.3% |
| 5Y | -80.9% | -28.4% | -52.6% | -78.4% |
| All | -47.6% | +98.4% | -146.0% | -71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling