-82.9%
TTD vs DT
+8.9%
-91.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -3.4% |
| 7D | +6.3% | -3.3% | +9.6% | +8.3% |
| 30D | -23.9% | +2.0% | -25.9% | -25.0% |
| 3M | -31.4% | +20.0% | -51.4% | -39.2% |
| 6M | -42.7% | +39.3% | -82.0% | -54.4% |
| YTD | -62.0% | +19.8% | -81.7% | -66.8% |
| 1Y | -72.2% | +4.3% | -76.5% | -73.5% |
| All | -82.9% | +8.9% | -91.8% | -85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling