-73.5%
TTD vs DT
+1.4%
-74.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -4.6% | -0.5% | -4.1% | -4.3% |
| 30D | +3.7% | +0.1% | +3.6% | +3.3% |
| 3M | -30.2% | +24.1% | -54.3% | -38.5% |
| 6M | -51.4% | +30.1% | -81.5% | -59.1% |
| YTD | -63.4% | +16.8% | -80.2% | -67.2% |
| 1Y | -73.5% | -0.1% | -73.4% | -73.4% |
| All | -73.5% | +1.4% | -74.9% | -73.4% |
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