-63.4%
TTD vs IAU
-8.1%
-55.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.4% |
| 7D | +21.3% | -4.6% | +25.9% | +20.9% |
| 30D | +28.7% | -5.4% | +34.2% | +28.0% |
| 3M | +7.7% | -10.9% | +18.6% | +6.3% |
| 6M | -23.5% | -17.4% | -6.1% | -24.8% |
| YTD | -58.7% | -10.2% | -48.5% | -60.7% |
| 1Y | -63.4% | -7.1% | -56.4% | -65.9% |
| All | -63.4% | -8.1% | -55.3% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 1y: compounded portfolio wealth divided by compounded IAU 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…
1y analysis · Full analysis span regression · 6 months rolling