-72.2%
TTD vs DTE
+3.0%
-75.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.7% |
| 7D | +6.3% | +0.2% | +6.2% | +6.4% |
| 30D | -23.9% | -2.6% | -21.3% | -24.9% |
| 3M | -31.4% | -3.9% | -27.5% | -32.5% |
| 6M | -42.7% | -7.9% | -34.8% | -44.5% |
| YTD | -62.0% | +7.2% | -69.2% | -61.5% |
| 1Y | -72.2% | +3.1% | -75.3% | -71.4% |
| All | -72.2% | +3.0% | -75.2% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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