-80.6%
TTD vs DT
-28.6%
-52.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -0.5% |
| 7D | +1.7% | -4.9% | +6.6% | +5.5% |
| 30D | +1.6% | +2.7% | -1.1% | -1.0% |
| 3M | -27.8% | +20.0% | -47.8% | -38.3% |
| 6M | -52.1% | +28.0% | -80.1% | -62.1% |
| YTD | -63.1% | +16.0% | -79.1% | -68.5% |
| 1Y | -73.1% | +0.7% | -73.8% | -74.3% |
| 3Y | -83.3% | +6.2% | -89.5% | -85.4% |
| 5Y | -80.6% | -28.1% | -52.5% | -79.6% |
| All | -80.6% | -28.6% | -52.0% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling