-80.6%
TTD vs IBN
+56.7%
-137.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.0% |
| 7D | +1.7% | -2.2% | +3.9% | +3.4% |
| 30D | +1.6% | -2.3% | +3.9% | +3.2% |
| 3M | -27.8% | +15.9% | -43.7% | -35.1% |
| 6M | -52.1% | +5.6% | -57.7% | -54.2% |
| YTD | -63.1% | -0.1% | -63.0% | -63.5% |
| 1Y | -73.1% | -6.5% | -66.5% | -72.2% |
| 3Y | -83.3% | +29.3% | -112.6% | -88.4% |
| 5Y | -80.6% | +56.6% | -137.2% | -89.0% |
| All | -80.6% | +56.7% | -137.3% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling