+379.4%
TTD vs DTE
+135.3%
+244.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | +6.3% | +0.2% | +6.2% | +6.3% |
| 30D | -23.9% | -2.6% | -21.3% | -23.2% |
| 3M | -31.4% | -3.9% | -27.5% | -30.6% |
| 6M | -42.7% | -7.9% | -34.8% | -41.4% |
| YTD | -62.0% | +7.2% | -69.2% | -63.5% |
| 1Y | -72.2% | +3.1% | -75.3% | -72.9% |
| 3Y | -81.9% | +47.6% | -129.5% | -85.5% |
| 5Y | -81.5% | +32.7% | -114.3% | -84.7% |
| All | +379.4% | +135.3% | +244.1% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling