-45.5%
TTD vs DT
+103.5%
-149.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -3.2% |
| 7D | +6.3% | -3.3% | +9.6% | +8.6% |
| 30D | -23.9% | +2.0% | -25.9% | -25.3% |
| 3M | -31.4% | +20.0% | -51.4% | -40.5% |
| 6M | -42.7% | +39.3% | -82.0% | -56.1% |
| YTD | -62.0% | +19.8% | -81.7% | -67.8% |
| 1Y | -72.2% | +4.3% | -76.5% | -74.1% |
| 3Y | -81.9% | +7.7% | -89.6% | -84.0% |
| 5Y | -81.5% | -26.8% | -54.7% | -79.4% |
| All | -45.5% | +103.5% | -149.0% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling