+376.4%
TTD vs IBKR
+987.5%
-611.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.5% | +1.5% |
| 7D | -0.6% | -1.3% | +0.7% | +0.1% |
| 30D | +6.3% | -0.2% | +6.5% | +5.7% |
| 3M | -24.1% | +3.0% | -27.1% | -26.8% |
| 6M | -47.4% | +33.9% | -81.3% | -57.0% |
| YTD | -62.2% | +42.5% | -104.7% | -70.4% |
| 1Y | -68.3% | +44.9% | -113.2% | -75.7% |
| 3Y | -83.4% | +293.0% | -376.4% | -93.7% |
| 5Y | -80.3% | +497.7% | -577.9% | -94.3% |
| All | +376.4% | +987.5% | -611.1% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 10y: compounded portfolio wealth divided by compounded IBKR 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…
10y analysis · Full analysis span regression · 6 months rolling