-69.1%
TTD vs DTE
+2.3%
-71.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | 0.0% |
| 7D | -7.4% | -2.0% | -5.4% | -8.3% |
| 30D | +3.0% | -2.4% | +5.4% | +1.8% |
| 3M | -27.6% | -7.3% | -20.3% | -30.3% |
| 6M | -49.5% | -7.6% | -41.9% | -50.9% |
| YTD | -63.2% | +5.8% | -69.0% | -63.2% |
| All | -69.1% | +2.3% | -71.4% | -68.5% |
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