-40.7%
TTD vs DT
+75.7%
-116.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +21.3% | +3.1% | +18.1% | +18.8% |
| 30D | +28.7% | -29.5% | +58.3% | +60.8% |
| 3M | +7.7% | -11.7% | +19.4% | +13.7% |
| 6M | -23.5% | +29.0% | -52.5% | -39.3% |
| YTD | -58.7% | +3.4% | -62.1% | -62.3% |
| 1Y | -63.4% | -4.2% | -59.2% | -64.8% |
| 3Y | -75.3% | -12.8% | -62.5% | -75.3% |
| 5Y | -84.4% | -39.6% | -44.8% | -80.7% |
| All | -40.7% | +75.7% | -116.4% | -66.0% |
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