-64.4%
TTD vs DT
-8.6%
-55.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.7% |
| 7D | +19.9% | -7.5% | +27.4% | +23.7% |
| 30D | +27.6% | -31.5% | +59.2% | +48.9% |
| 3M | +15.2% | -14.0% | +29.2% | +19.0% |
| 6M | -33.2% | +6.9% | -40.0% | -39.0% |
| YTD | -59.4% | +0.3% | -59.7% | -62.7% |
| 1Y | -64.4% | -6.9% | -57.4% | -65.7% |
| All | -64.4% | -8.6% | -55.7% | -65.7% |
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