-84.0%
TTD vs DTE
+47.2%
-131.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.2% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +3.7% | -0.5% | +4.2% | +3.5% |
| 3M | -30.2% | -6.0% | -24.2% | -31.2% |
| 6M | -51.4% | -7.2% | -44.2% | -52.0% |
| YTD | -63.4% | +7.2% | -70.6% | -63.2% |
| 1Y | -73.5% | +4.1% | -77.6% | -73.3% |
| All | -84.0% | +47.2% | -131.1% | -84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling