-72.0%
TTD vs IBN
+4.2%
-76.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +1.8% |
| 7D | +3.7% | +8.9% | -5.2% | +1.3% |
| 30D | +10.4% | +12.6% | -2.2% | +7.0% |
| 3M | -31.6% | +3.1% | -34.7% | -32.6% |
| 6M | -45.1% | +20.6% | -65.7% | -46.3% |
| YTD | -65.1% | +5.8% | -70.9% | -66.3% |
| 1Y | -72.0% | +3.7% | -75.6% | -72.9% |
| All | -72.0% | +4.2% | -76.2% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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