+364.1%
TTD vs DTE
+132.3%
+231.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | -7.4% | -2.0% | -5.4% | -6.8% |
| 30D | +3.0% | -2.4% | +5.4% | +3.9% |
| 3M | -27.6% | -7.3% | -20.3% | -25.8% |
| 6M | -49.5% | -7.6% | -41.9% | -48.4% |
| YTD | -63.2% | +5.8% | -69.0% | -64.5% |
| 1Y | -69.7% | +2.3% | -72.1% | -70.4% |
| 3Y | -83.3% | +45.0% | -128.4% | -86.5% |
| 5Y | -80.8% | +33.2% | -114.0% | -84.1% |
| All | +364.1% | +132.3% | +231.9% | +192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling