-63.8%
TTD vs IBN
+15.0%
-78.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +20.8% | +11.1% | +9.7% | +17.4% |
| 30D | +33.8% | +23.9% | +10.0% | +26.4% |
| 3M | +17.8% | +16.3% | +1.5% | +12.5% |
| 6M | -25.7% | +34.2% | -60.0% | -29.3% |
| YTD | -57.9% | +17.6% | -75.5% | -60.3% |
| 1Y | -63.8% | +13.8% | -77.7% | -66.0% |
| All | -63.8% | +15.0% | -78.9% | -66.0% |
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