-63.4%
TTD vs DT
-2.7%
-60.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +21.3% | +3.1% | +18.1% | +19.8% |
| 30D | +28.7% | -29.5% | +58.3% | +48.5% |
| 3M | +7.7% | -11.7% | +19.4% | +10.1% |
| 6M | -23.5% | +29.0% | -52.5% | -36.5% |
| YTD | -58.7% | +3.4% | -62.1% | -62.5% |
| 1Y | -63.4% | -4.2% | -59.2% | -65.2% |
| All | -63.4% | -2.7% | -60.7% | -65.2% |
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