-79.9%
TTD vs DTE
+30.3%
-110.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +2.7% |
| 7D | -0.6% | -2.6% | +1.9% | -0.6% |
| 30D | +6.3% | -4.4% | +10.7% | +6.3% |
| 3M | -24.1% | -8.3% | -15.8% | -24.1% |
| 6M | -47.4% | -8.1% | -39.4% | -47.4% |
| YTD | -62.2% | +4.4% | -66.6% | -62.6% |
| 1Y | -68.3% | +0.2% | -68.5% | -68.5% |
| 3Y | -83.4% | +42.6% | -126.0% | -84.9% |
| All | -79.9% | +30.3% | -110.2% | -79.3% |
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