-85.1%
TTD vs DTE
+46.4%
-131.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +21.3% | +3.4% | +17.8% | +21.0% |
| 30D | +28.7% | +8.9% | +19.8% | +28.3% |
| 3M | +7.7% | +1.1% | +6.6% | +7.5% |
| 6M | -23.5% | +0.1% | -23.6% | -23.6% |
| YTD | -58.7% | +11.1% | -69.7% | -59.4% |
| 1Y | -63.4% | +4.9% | -68.4% | -63.8% |
| 3Y | -75.3% | +58.6% | -133.9% | -78.4% |
| All | -85.1% | +46.4% | -131.5% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling