-75.3%
TTD vs DUK
+65.4%
-140.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.7% |
| 7D | +21.3% | +1.9% | +19.3% | +21.8% |
| 30D | +28.7% | +8.9% | +19.9% | +31.7% |
| 3M | +7.7% | +5.6% | +2.1% | +9.1% |
| 6M | -23.5% | +7.0% | -30.4% | -21.9% |
| YTD | -58.7% | +14.0% | -72.7% | -56.8% |
| 1Y | -63.4% | +9.1% | -72.5% | -62.2% |
| 3Y | -75.3% | +67.6% | -142.9% | -75.0% |
| All | -75.3% | +65.4% | -140.6% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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